Coresets for Wasserstein Distributionally Robust Optimization Problems.

Ruomin Huang Jiawei Huang Wenjie Liu Hu Ding

Published in: CoRR (2022)

Keyphrases

robust optimization
mathematical programming
chance constrained
stochastic programming
lot sizing
decision theory
portfolio optimization
artificial intelligence
particle swarm optimization
multistage
risk measures
benchmark problems
semidefinite programming