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...
محفوظ في:
المؤلفون الرئيسيون: | BOSE, Avinandan, SINHA, Arunesh, MAI, Tien |
---|---|
التنسيق: | text |
اللغة: | English |
منشور في: |
Institutional Knowledge at Singapore Management University
2022
|
الموضوعات: | |
الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/sis_research/7444 https://ink.library.smu.edu.sg/context/sis_research/article/8447/viewcontent/DRO_final.pdf |
الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
مواد مشابهة
-
Second-order cone reformulation and the price of anarchy of a robust nash-cournot game
بواسطة: Han, D., وآخرون
منشور في: (2013) -
Efficient algorithms for the smallest enclosing ball problem
بواسطة: Zhou, G., وآخرون
منشور في: (2014) -
Application of lower bound limit analysis with second-order cone programming for plane strain and axisymmetric geomechanics problems
بواسطة: TANG CHONG
منشور في: (2014) -
On the coderivative of the projection operator onto the second-order cone
بواسطة: Outrata, J.V., وآخرون
منشور في: (2014) -
Distributionally robust mixed integer linear programs: Persistency models with applications
بواسطة: Li, X., وآخرون
منشور في: (2014)