Distributionally robust expected residual minimization for stochastic variational inequality problems (Q6113529): Difference between revisions

Latest revision as of 13:48, 2 August 2024

scientific article; zbMATH DE number 7724379

Language	Label	Description	Also known as
English	Distributionally robust expected residual minimization for stochastic variational inequality problems	scientific article; zbMATH DE number 7724379

Statements

instance of

scholarly article

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title

Distributionally robust expected residual minimization for stochastic variational inequality problems (English)

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zbMATH Open document ID

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10.1080/10556788.2023.2167995

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Optimization Methods and Software

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publication date

9 August 2023

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full work available at URL

https://arxiv.org/abs/2111.07500

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Mathematics Subject Classification ID

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stochastic variational inequality

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expected residual minimization

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distributionally robust optimization

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MaRDI profile type

MaRDI publication profile

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Robust solutions of linear programming problems contaminated with uncertain data

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Robust optimization-methodology and applications

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Persistence in discrete optimization under data uncertainty

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Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

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Two-stage stochastic variational inequalities: an ERM-solution procedure

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Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations

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

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On the S-procedure and some variants

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Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems

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Statistical robustness in utility preference robust optimization models

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Sample-path solution of stochastic variational inequalities

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Statistical robustness of two-stage stochastic variational inequalities

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Qualitative and infinitesimal robustness of tail-dependent statistical functionals

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Expected residual minimization method for stochastic variational inequality problems

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Convergence results of the ERM method for nonlinear stochastic variational inequality problems

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A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

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A Survey of the S-Lemma

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Frameworks and results in distributionally robust optimization

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First and second order analysis of nonlinear semidefinite programs

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On Cones of Nonnegative Quadratic Functions

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Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods

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A primal–dual interior point method for nonlinear optimization over second-order cones

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A primal-dual interior point method for nonlinear semidefinite programming

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The distributionally robust complementarity problem

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Sitelinks

Mathematics(1 entry)

mardi Publication:6113529

@@ Property / cites work @@
+Q3563019
@@ Property / cites work: Q3563019 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+Robust optimization-methodology and applications
@@ Property / cites work: Robust optimization-methodology and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Persistence in discrete optimization under data uncertainty
+Normal rank
@@ Property / cites work @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Two-stage stochastic variational inequalities: an ERM-solution procedure
+Normal rank
@@ Property / cites work @@
+Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+On the S-procedure and some variants
@@ Property / cites work: On the S-procedure and some variants / rank @@
+Normal rank
@@ Property / cites work @@
+Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
+Normal rank
@@ Property / cites work @@
+Statistical robustness in utility preference robust optimization models
+Normal rank
@@ Property / cites work @@
+Sample-path solution of stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Statistical robustness of two-stage stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Qualitative and infinitesimal robustness of tail-dependent statistical functionals
+Normal rank
@@ Property / cites work @@
+Expected residual minimization method for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+Convergence results of the ERM method for nonlinear stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
+Normal rank
@@ Property / cites work @@
+A Survey of the S-Lemma
@@ Property / cites work: A Survey of the S-Lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Frameworks and results in distributionally robust optimization
+Normal rank
@@ Property / cites work @@
+First and second order analysis of nonlinear semidefinite programs
+Normal rank
@@ Property / cites work @@
+On Cones of Nonnegative Quadratic Functions
@@ Property / cites work: On Cones of Nonnegative Quadratic Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
+Normal rank
@@ Property / cites work @@
+A primal–dual interior point method for nonlinear optimization over second-order cones
+Normal rank
@@ Property / cites work @@
+A primal-dual interior point method for nonlinear semidefinite programming
+Normal rank
@@ Property / cites work @@
+The distributionally robust complementarity problem
+Normal rank