Stochastic Re-weighted Gradient Descent via Distributionally Robust Optimization.

Ramnath Kumar Kushal Majmundar Dheeraj Nagaraj Arun Sai Suggala

Published in: CoRR (2023)

Keyphrases

robust optimization
stochastic programming
chance constrained
stochastic optimization
chance constraints
mathematical programming
portfolio optimization
cost function
lot sizing
risk measures
objective function
linear programming
decision theory
genetic algorithm
semi supervised