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

• Main Authors: BOSE, Avinandan, SINHA, Arunesh, MAI, Tien
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2022
• 主題: Fractional; distributionally robustness; mixed-integer second order cone; Artificial Intelligence and Robotics; Systems Architecture
• 在線閱讀: https://ink.library.smu.edu.sg/sis_research/7444; https://ink.library.smu.edu.sg/context/sis_research/article/8447/viewcontent/DRO_final.pdf

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...