Fengming Lin

College of Engineering

Works (1)

Updated: May 7th, 2024 09:10

2022 review

DISTRIBUTIONALLY ROBUST OPTIMIZATION: A REVIEW ON THEORY AND APPLICATIONS

[Review of ]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 12(1), 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
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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