Fengming Lin

College of Engineering

Works (2)

Updated: July 31st, 2024 05:03

2024 journal article

Distributionally robust chance-constrained kernel-based support vector machine

COMPUTERS & OPERATIONS RESEARCH, 170.

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

author keywords: Uncertainty; Support vector machine; Distributionally robust optimization; Data-driven approach; ADMM
Sources: Web Of Science, NC State University Libraries
Added: July 30, 2024

2021 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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