Fengming Lin

College of Engineering

Works (2)

Updated: July 31st, 2024 05:03

2024 article

Distributionally robust chance-constrained kernel-based support vector machine

Lin, F., Fang, S.-C., Fang, X., & Gao, Z. (2024, July 3). Computers & Operations Research, Vol. 170.

By: F. Lin n, S. Fang n , X. Fang n  & Z. Gao *

author keywords: Uncertainty; Support vector machine; Distributionally robust optimization; Data-driven approach; ADMM
topics (OpenAlex): Face and Expression Recognition; Neural Networks and Applications; Fault Detection and Control Systems
Sources: Web Of Science, NC State University Libraries
Added: July 30, 2024

2021 article

Distributionally Robust Optimization: A review on theory and applications

Lin, F., Fang, X., & Gao, Z. (2021, November 19). Numerical Algebra Control and Optimization, Vol. 12, pp. 159–212.

By: F. Lin*, X. Fang*  & Z. Gao

Contributors: F. Lin*, X. Fang*  & Z. Gao

author keywords: Distributionally robust optimization; uncertain decision-making; tractable methods; machine learning; operations research
topics (OpenAlex): Risk and Portfolio Optimization; Optimization and Mathematical Programming; Fuzzy Systems and Optimization
TL;DR: This paper starts with reviewing the modeling power and computational attractiveness of DRO approaches, induced by the ambiguity sets structure and tractable robust counterpart reformulations, and summarizes the efficient solution methods, out-of-sample performance guarantee, and convergence analysis. (via Semantic Scholar)
Sources: Web Of Science, ORCID, NC State University Libraries
Added: November 29, 2021

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