Scalable distributional robustness in a class of non convex optimization with guarantees
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...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |