Topology-aware Robust Optimization for Out-of-distribution Generalization.
Fengchun QiaoXi PengPublished in: CoRR (2023)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- risk measures
- portfolio optimization
- stochastic programming
- lot sizing
- genetic algorithm
- probability distribution
- multi objective
- training data
- random variables
- linear programming
- semidefinite programming
- bayesian networks
- machine learning
- chance constraints