Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384): Difference between revisions

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scientific article; zbMATH DE number 7258954

Language	Label	Description	Also known as
English	Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls	scientific article; zbMATH DE number 7258954

Statements

instance of

scholarly article

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title

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (English)

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12 October 2020

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full work available at URL

https://arxiv.org/abs/1609.07505

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zbMATH Keywords

two-stage decision problems

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distributionally robust optimization

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copositive programming

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describes a project that uses

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MaRDI publication profile

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cites work

Q4954173

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AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT

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Q3182207

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Adjustable robust solutions of uncertain linear programs

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Q3102800

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Robust sample average approximation

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Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

0 references

Solving standard quadratic optimization problems via linear, semidefinite and copositive pro\-gramming

0 references

On the copositive representation of binary and continuous nonconvex quadratic programs

0 references

Approximation of the Stability Number of a Graph via Copositive Programming

0 references

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

0 references

Q3843714

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Q5543208

0 references

Generalized decision rule approximations for stochastic programming via liftings

0 references

Maxmin expected utility with non-unique prior

0 references

Distributionally Robust Optimization and Its Tractable Approximations

0 references

A comment on ``Computational complexity of stochastic programming problems''

0 references

$K$-adaptability in two-stage distributionally robust binary programming

0 references

Distributionally robust multi-item newsvendor problems with multimodal demand distributions

0 references

The elements of statistical learning. Data mining, inference, and prediction

0 references

Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity

0 references

The Sample Average Approximation Method for Stochastic Discrete Optimization

0 references

Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones

0 references

Convexity in SemiAlgebraic Geometry and Polynomial Optimization

0 references

Distributionally robust mixed integer linear programs: persistency models with applications

0 references

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

0 references

Some NP-complete problems in quadratic and nonlinear programming

0 references

On reduced semidefinite programs for second order moment bounds with applications

0 references

Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation

0 references

Multistage Stochastic Optimization

0 references

Ambiguity in portfolio selection

0 references

New results on the cp-rank and related properties of co(mpletely )positive matrices

0 references

Q4830009

0 references

Minimax analysis of stochastic problems

0 references

Q2925334

0 references

On general minimax theorems

0 references

Q4864293

0 references

Distributionally Robust Convex Optimization

0 references

A framework for optimization under ambiguity

0 references

A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides

0 references

Solving two-stage robust optimization problems using a column-and-constraint generation method

0 references

Data-driven risk-averse stochastic optimization with Wasserstein metric

0 references

Identifiers

zbMATH Open document ID

1455.90121

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DOI

10.1287/opre.2017.1698

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4971384

@@ Property / arXiv ID @@
+.07505
@@ Property / arXiv ID: 1609.07505 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4954173
@@ Property / cites work: Q4954173 / rank @@
+Normal rank
@@ Property / cites work @@
+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
+Normal rank
@@ Property / cites work @@
+Q3102800
@@ Property / cites work: Q3102800 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust sample average approximation
@@ Property / cites work: Robust sample average approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
+Normal rank
@@ Property / cites work @@
+Solving standard quadratic optimization problems via linear, semidefinite and copositive pro\-gramming
+Normal rank
@@ Property / cites work @@
+On the copositive representation of binary and continuous nonconvex quadratic programs
+Normal rank
@@ Property / cites work @@
+Approximation of the Stability Number of a Graph via Copositive Programming
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Q3843714
@@ Property / cites work: Q3843714 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5543208
@@ Property / cites work: Q5543208 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized decision rule approximations for stochastic programming via liftings
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization and Its Tractable Approximations
+Normal rank
@@ Property / cites work @@
+A comment on ``Computational complexity of stochastic programming problems''
+Normal rank
@@ Property / cites work @@
+$K$-adaptability in two-stage distributionally robust binary programming
+Normal rank
@@ Property / cites work @@
+Distributionally robust multi-item newsvendor problems with multimodal demand distributions
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
+Normal rank
@@ Property / cites work @@
+The Sample Average Approximation Method for Stochastic Discrete Optimization
+Normal rank
@@ Property / cites work @@
+Scheduling Arrivals to a Stochastic Service Delivery System Using Copositive Cones
+Normal rank
@@ Property / cites work @@
+Convexity in SemiAlgebraic Geometry and Polynomial Optimization
+Normal rank
@@ Property / cites work @@
+Distributionally robust mixed integer linear programs: persistency models with applications
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+Some NP-complete problems in quadratic and nonlinear programming
+Normal rank
@@ Property / cites work @@
+On reduced semidefinite programs for second order moment bounds with applications
+Normal rank
@@ Property / cites work @@
+Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
+Normal rank
@@ Property / cites work @@
+Multistage Stochastic Optimization
@@ Property / cites work: Multistage Stochastic Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity in portfolio selection
@@ Property / cites work: Ambiguity in portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+New results on the cp-rank and related properties of co(mpletely )positive matrices
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax analysis of stochastic problems
@@ Property / cites work: Minimax analysis of stochastic problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q2925334
@@ Property / cites work: Q2925334 / rank @@
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Convex Optimization
@@ Property / cites work: Distributionally Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A framework for optimization under ambiguity
@@ Property / cites work: A framework for optimization under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides
+Normal rank
@@ Property / cites work @@
+Solving two-stage robust optimization problems using a column-and-constraint generation method
+Normal rank
@@ Property / cites work @@
+Data-driven risk-averse stochastic optimization with Wasserstein metric
+Normal rank