An Approximation Scheme for Distributionally Robust Nonlinear Optimization
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Publication:5116546
DOI10.1137/19M1263121zbMath1448.90068OpenAlexW3045847061MaRDI QIDQ5116546
Michael Ulbrich, Johannes Milz
Publication date: 18 August 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1263121
semidefinite programmingrobust optimizationdistributionally robust optimizationsmoothing methodssmoothing functionstrust-region problemgradient consistency
Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Approximation methods and heuristics in mathematical programming (90C59) Numerical methods based on nonlinear programming (49M37) Robustness in mathematical programming (90C17)
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An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization, Distributionally robust stochastic variational inequalities
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