Scalable distributional robustness in a class of non convex optimization with guarantees

• Main Authors: BOSE, Avinandan, SINHA, Arunesh, MAI, Tien
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2022
• Subjects: Fractional; distributionally robustness; mixed-integer second order cone; Artificial Intelligence and Robotics; Systems Architecture
• Online Access: https://ink.library.smu.edu.sg/sis_research/7444; https://ink.library.smu.edu.sg/context/sis_research/article/8447/viewcontent/DRO_final.pdf
• Institution: Singapore Management University

Distributionally robust optimization (DRO) has shown lot of promise in providing robustness in learning as well as sample based optimization problems. We endeavor to provide DRO solutions for a class of sum of fractionals, non-convex optimization which is used for decision making in prominent areas...