An Approximation Scheme for Distributionally Robust Nonlinear Optimization
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- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- A feasible direction method for the semidefinite program with box constraints
- A survey of numerical methods for nonlinear semidefinite programming
- Algorithm 984: ADiGator, a toolbox for the algorithmic differentiation of mathematical functions in MATLAB using source transformation via operator overloading
- Algorithms with adaptive smoothing for finite minimax problems
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- An approximation technique for robust nonlinear optimization
- Approximate KKT points and a proximity measure for termination
- Comparing different nonsmooth minimization methods and software
- Computing a Trust Region Step
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Derivatives of Spectral Functions
- Deriving robust counterparts of nonlinear uncertain inequalities
- Distributionally Robust Convex Optimization
- Distributionally robust optimization and its tractable approximations
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Distributionally robust stochastic programming
- Epi-convergence properties of smoothing by infimal convolution
- Epi-convergent smoothing with applications to convex composite functions
- General robust-optimization formulation for nonlinear programming
- Generalized Gradients and Applications
- Gradient consistency for integral-convolution smoothing functions
- Hidden convexity in some nonconvex quadratically constrained quadratic programming
- Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
- Interior Methods for Nonlinear Optimization
- Julia: a fresh approach to numerical computing
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Minimax analysis of stochastic problems
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- Moment inequalities for sums of random matrices and their applications in optimization
- Newton’s Method with a Model Trust Region Modification
- Nonconvex robust optimization for problems with constraints
- Nonlinear robust optimization via sequential convex bilevel programming
- Nonsmooth analysis of eigenvalues
- Nonsmooth optimization via quasi-Newton methods
- On analyticity of functions involving eigenvalues
- On sequential optimality conditions for smooth constrained optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Point-to-Set Maps in Mathematical Programming
- Robust optimization
- Robust optimization for unconstrained simulation-based problems
- Robust solutions of linear programming problems contaminated with uncertain data
- Sensitivity and stability analysis for nonlinear programming
- Smooth convex approximation to the maximum eigenvalue function
- Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
- Smoothing methods for nonsmooth, nonconvex minimization
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- Testing Unconstrained Optimization Software
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- Theory and applications of robust optimization
Cited in
(11)- Distributionally robust optimization with polynomial robust constraints
- Distributionally robust optimization
- SOCP based variance free Dantzig selector with application to robust estimation
- One-shot learning of surrogates in PDE-constrained optimization under uncertainty
- On the polynomial solvability of distributionally robust k-sum optimization
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Derivative-free robust optimization by outer approximations
- Tractable approximation to robust nonlinear production frontier problem
- An approximation scheme for distributionally robust PDE-constrained optimization
- Distributionally robust stochastic variational inequalities
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