Stochastic first-order algorithms for constrained distributionally robust optimization

DOI10.1287/IJOC.2023.0167MaRDI QIDQ6974726zbMATH OpenFDO

Authors Hyungki Im, Paul Grigas

Publication date 5 June 2025

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

Full work available at URL https://doi.org/10.1287/IJOC.2023.0167

zbMATH Keywords

distributionally robust optimizationsaddle point problemsstochastic first-order methods

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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