An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546)

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scientific article; zbMATH DE number 7236497
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An Approximation Scheme for Distributionally Robust Nonlinear Optimization
scientific article; zbMATH DE number 7236497

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    An Approximation Scheme for Distributionally Robust Nonlinear Optimization (English)
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    18 August 2020
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    distributionally robust optimization
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    robust optimization
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    trust-region problem
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    semidefinite programming
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    smoothing functions
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    gradient consistency
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    smoothing methods
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