Pages that link to "Item:Q5245362"
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The following pages link to A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization (Q5245362):
Displaying 38 items.
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems (Q288406) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- Optimality conditions for convex semi-infinite programming problems with finitely representable compact index sets (Q1682971) (← links)
- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems (Q1717575) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods (Q1986106) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Duality of sum of nonnegative circuit polynomials and optimal SONC bounds (Q2156369) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments (Q2242324) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Quantitative stability analysis for distributionally robust optimization with moment constraints (Q2821799) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function (Q5129212) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Semi-Infinite Programming using High-Degree Polynomial Interpolants and Semidefinite Programming (Q5355202) (← links)
- Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
- Distributionally robust expected residual minimization for stochastic variational inequality problems (Q6113529) (← links)
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)
- Service center location problems with decision dependent utilities and a pandemic case study (Q6150220) (← links)
- Modified gradient sampling algorithm for nonsmooth semi-infinite programming (Q6578198) (← links)
- Distributionally robust joint chance-constrained programming with Wasserstein metric (Q6585823) (← links)
- An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation (Q6586226) (← links)