Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571): Difference between revisions

From MaRDI portal
Changed an Item
Created claim: DBLP publication ID (P1635): journals/mp/XuLS18, #quickstatements; #temporary_batch_1731475607626
 
(7 intermediate revisions by 6 users not shown)
Property / author
 
Property / author: Yong-Chao Liu / rank
Normal rank
 
Property / author
 
Property / author: Yong-Chao Liu / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: ROME / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10107-017-1143-6 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2606883349 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59526032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally robust joint chance constraints with second-order moment information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measure Theory and Probability Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Truss Topology Design via Semidefinite Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3182207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3260984 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Inequalities in Probability Theory: A Convex Optimization Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust optimization - a comprehensive survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain convex programs: randomized solutions and confidence levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization and nonsmooth analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainties in minimax stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fatou's Lemma for Weakly Converging Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization and Its Tractable Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario reduction algorithms in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Duality gaps in semi-infinite linear programming—an approximation problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cutting-Plane Method for Solving Convex Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistage Stochastic Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity in portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Mean-Covariance Solutions for Stochastic Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Survey of the S-Lemma / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3240992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999495 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2776650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo sampling approach to stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Class of Minimax Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment inequalities for sums of random matrices and their applications in optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: SDPT3 — A Matlab software package for semidefinite programming, Version 1.3 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally robust chance constraints for non-linear uncertainties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust resource allocations in temporal networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Markov Decision Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5543208 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints / rank
 
Normal rank
Property / DBLP publication ID
 
Property / DBLP publication ID: journals/mp/XuLS18 / rank
 
Normal rank

Latest revision as of 06:41, 13 November 2024

scientific article
Language Label Description Also known as
English
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
scientific article

    Statements

    Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (English)
    0 references
    0 references
    0 references
    0 references
    25 June 2018
    0 references
    matrix moment constraints
    0 references
    Slater type conditions
    0 references
    lower semicontinuity conditions
    0 references
    strong duality
    0 references
    random discretization
    0 references
    cutting plane methods
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers