On Linear Optimization over Wasserstein Balls.

Man-Chung Yue Daniel Kuhn Wolfram Wiesemann

Published in: CoRR (2020)

Keyphrases

optimization algorithm
global optimization
optimization problems
quadratic programming
semidefinite
discrete optimization
constrained optimization
data sets
data mining
social networks
least squares
convex optimization
piecewise linear
optimization model
linear complexity
highly non linear