Parametric Scenario Optimization under Limited Data: A Distributionally Robust Optimization View.

Henry Lam Fengpei Li

Published in: ACM Trans. Model. Comput. Simul. (2020)

Keyphrases

robust optimization
data sets
data points
training data
high dimensional data
stochastic optimization
training samples
input data
particle swarm optimization
linear combination
training dataset
stochastic programming