Models and algorithms for distributionally robust least squares problems
From MaRDI portal
(Redirected from Publication:403637)
Recommendations
- Cutting plane method for distributionally robust least squares problems
- Robust Solutions to Least-Squares Problems with Uncertain Data
- scientific article; zbMATH DE number 1058091
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
Cites work
- scientific article; zbMATH DE number 49698 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- A new algorithm for minimizing convex functions over convex sets
- A semidefinite framework for trust region subproblems with applications to large scale minimization
- Ambiguity in portfolio selection
- Calculation of the Wasserstein Distance Between Probability Distributions on the Line
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- Models for minimax stochastic linear optimization problems with risk aversion
- On Vaidya's Volumetric Cutting Plane Method for Convex Programming
- On a Class of Minimax Stochastic Programs
- On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
- Robust Solutions to Least-Squares Problems with Uncertain Data
- The minimax approach to stochastic programming and an illustrative application
- The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
- The trust region subproblem and semidefinite programming*
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(27)- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- Distributionally robust optimization with decision dependent ambiguity sets
- scientific article; zbMATH DE number 7708787 (Why is no real title available?)
- Structured Least Squares Problems and Robust Estimators
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning
- Risk-averse two-stage stochastic program with distributional ambiguity
- A distributionally robust area under curve maximization model
- A robust learning approach for regression models based on distributionally robust optimization
- The distributionally robust complementarity problem
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme
- scientific article; zbMATH DE number 1058091 (Why is no real title available?)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- Cutting plane method for distributionally robust least squares problems
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Robust Statistical Engineering by Means of Scaled Bregman Distances
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs
- Convex optimal uncertainty quantification
- Stochastic decomposition method for two-stage distributionally robust linear optimization
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches
- Globalized distributionally robust optimization problems under the moment-based framework
- Frameworks and results in distributionally robust optimization
This page was built for publication: Models and algorithms for distributionally robust least squares problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q403637)
