Globalized distributionally robust optimization based on samples

DOI10.1007/s10898-023-01332-6arXiv2205.02994OpenAlexW4387402187MaRDI QIDQ6203548

Yueyao Li, Wen-Xun Xing

Publication date: 5 April 2024

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.02994

zbMATH Keywords

semi-definite programdistributionally robust optimizationsample spacecomputationally solvable

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

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