##### Department of Mathematics,

University of California San Diego

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### Math 278C: Optimization and Data Science

## Prof. Suhan Zhong

#### Taxus A&M University

## Chance constrained optimization with polynomial perturbation

##### Abstract:

We study a robust approximation method for solving a class of chance constrained optimization problems. The constraints are assumed to be polynomial in the random vector. A semidefinite relaxation algorithm is proposed for solving this kind of problem. Its asymptotic and finite convergence are proven under some mild assumptions.

Host: Jiawang Nie

### May 24, 2023

### 3:00 PM

APM 7321

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