Scenario reduction revisited: fundamental limits and guarantees
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Publication:2118076
DOI10.1007/s10107-018-1269-1zbMath1489.90090arXiv1701.04072OpenAlexW2579406944WikidataQ130022703 ScholiaQ130022703MaRDI QIDQ2118076
Kilian Schindler, Daniel Kuhn, Napat Rujeerapaiboon, Wolfram Wiesemann
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.04072
Wasserstein distance\(k\)-means clusteringscenario reductionconstant-factor approximation algorithm\(k\)-median clustering
Related Items (5)
Frameworks and results in distributionally robust optimization ⋮ Semi-discrete optimal transport: hardness, regularization and numerical solution ⋮ Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems ⋮ Scenario generation by selection from historical data ⋮ A study of data-driven distributionally robust optimization with incomplete joint data under finite support
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