Convex and Nonconvex Risk-Based Linear Regression at Scale

DOI10.1287/IJOC.2023.1282MaRDI QIDQ6200158

Ying Cui, Dong-hui Li, Can Wu, Defeng Sun

Publication date: 22 March 2024

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

risk measuresnonconvexityaugmented Lagrangiansparsitysemismooth Newton(conditional) value-at-risk

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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