Fast computation of superquantile-constrained optimization through implicit scenario reduction

Publication date 4 August 2026

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL https://jmlr.org/papers/v26/24-0752.html

Numerical optimization and variational techniques (65K10) Reasoning under uncertainty in the context of artificial intelligence (68T37) Convex programming (90C25)

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