FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2606883349> ?p ?o ?g. }

• W2606883349 endingPage "529" @default.
• W2606883349 startingPage "489" @default.
• W2606883349 abstract "A key step in solving minimax distributionally robust optimization (DRO) problems is to reformulate the inner maximization w.r.t. probability measure as a semiinfinite programming problem through Lagrange dual. Slater type conditions have been widely used for strong duality (zero dual gap) when the ambiguity set is defined through moments. In this paper, we investigate effective ways for verifying the Slater type conditions and introduce other conditions which are based on lower semicontinuity of the optimal value function of the inner maximization problem. Moreover, we propose two discretization schemes for solving the DRO with one for the dualized DRO and the other directly through the ambiguity set of the DRO. In the absence of strong duality, the discretization scheme via Lagrange duality may provide an upper bound for the optimal value of the DRO whereas the direct discretization approach provides a lower bound. Two cutting plane schemes are consequently proposed: one for the discretized dualized DRO and the other for the minimax DRO with discretized ambiguity set. Convergence analysis is presented for the approximation schemes in terms of the optimal value, optimal solutions and stationary points. Comparative numerical results are reported for the resulting algorithms." @default.
• W2606883349 created "2017-04-28" @default.
• W2606883349 creator A5009074414 @default.
• W2606883349 creator A5034967177 @default.
• W2606883349 creator A5076597279 @default.
• W2606883349 date "2017-04-12" @default.
• W2606883349 modified "2023-10-10" @default.
• W2606883349 title "Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods" @default.
• W2606883349 cites W1490324987 @default.
• W2606883349 cites W1518992076 @default.
• W2606883349 cites W1570220941 @default.
• W2606883349 cites W1647779468 @default.
• W2606883349 cites W1855391364 @default.
• W2606883349 cites W1967331745 @default.
• W2606883349 cites W1971867489 @default.
• W2606883349 cites W1983609582 @default.
• W2606883349 cites W1993377828 @default.
• W2606883349 cites W1993599556 @default.
• W2606883349 cites W1999560794 @default.
• W2606883349 cites W1999913571 @default.
• W2606883349 cites W2021097403 @default.
• W2606883349 cites W2035238076 @default.
• W2606883349 cites W2041219907 @default.
• W2606883349 cites W2052889677 @default.
• W2606883349 cites W2061293389 @default.
• W2606883349 cites W2069099760 @default.
• W2606883349 cites W2069808690 @default.
• W2606883349 cites W2074499214 @default.
• W2606883349 cites W2082477992 @default.
• W2606883349 cites W2087737604 @default.
• W2606883349 cites W2092660864 @default.
• W2606883349 cites W2109518176 @default.
• W2606883349 cites W2117781171 @default.
• W2606883349 cites W2119303899 @default.
• W2606883349 cites W2125417745 @default.
• W2606883349 cites W2128244396 @default.
• W2606883349 cites W2131939929 @default.
• W2606883349 cites W2140214428 @default.
• W2606883349 cites W2155153696 @default.
• W2606883349 cites W2156168813 @default.
• W2606883349 cites W2164261482 @default.
• W2606883349 cites W2166292404 @default.
• W2606883349 cites W2510698054 @default.
• W2606883349 cites W2802739963 @default.
• W2606883349 cites W2964297002 @default.
• W2606883349 cites W3048259557 @default.
• W2606883349 cites W4247165901 @default.
• W2606883349 cites W4249513058 @default.
• W2606883349 cites W4251616545 @default.
• W2606883349 doi "https://doi.org/10.1007/s10107-017-1143-6" @default.
• W2606883349 hasPublicationYear "2017" @default.
• W2606883349 type Work @default.
• W2606883349 sameAs 2606883349 @default.
• W2606883349 citedByCount "49" @default.
• W2606883349 countsByYear W26068833492015 @default.
• W2606883349 countsByYear W26068833492017 @default.
• W2606883349 countsByYear W26068833492018 @default.
• W2606883349 countsByYear W26068833492019 @default.
• W2606883349 countsByYear W26068833492020 @default.
• W2606883349 countsByYear W26068833492021 @default.
• W2606883349 countsByYear W26068833492022 @default.
• W2606883349 countsByYear W26068833492023 @default.
• W2606883349 crossrefType "journal-article" @default.
• W2606883349 hasAuthorship W2606883349A5009074414 @default.
• W2606883349 hasAuthorship W2606883349A5034967177 @default.
• W2606883349 hasAuthorship W2606883349A5076597279 @default.
• W2606883349 hasBestOaLocation W26068833491 @default.
• W2606883349 hasConcept C114614502 @default.
• W2606883349 hasConcept C121332964 @default.
• W2606883349 hasConcept C126255220 @default.
• W2606883349 hasConcept C134306372 @default.
• W2606883349 hasConcept C137836250 @default.
• W2606883349 hasConcept C149728462 @default.
• W2606883349 hasConcept C163863214 @default.
• W2606883349 hasConcept C179254644 @default.
• W2606883349 hasConcept C2776330181 @default.
• W2606883349 hasConcept C2778023678 @default.
• W2606883349 hasConcept C28826006 @default.
• W2606883349 hasConcept C33923547 @default.
• W2606883349 hasConcept C5274546 @default.
• W2606883349 hasConcept C73000952 @default.
• W2606883349 hasConcept C73684929 @default.
• W2606883349 hasConcept C74650414 @default.
• W2606883349 hasConceptScore W2606883349C114614502 @default.
• W2606883349 hasConceptScore W2606883349C121332964 @default.
• W2606883349 hasConceptScore W2606883349C126255220 @default.
• W2606883349 hasConceptScore W2606883349C134306372 @default.
• W2606883349 hasConceptScore W2606883349C137836250 @default.
• W2606883349 hasConceptScore W2606883349C149728462 @default.
• W2606883349 hasConceptScore W2606883349C163863214 @default.
• W2606883349 hasConceptScore W2606883349C179254644 @default.
• W2606883349 hasConceptScore W2606883349C2776330181 @default.
• W2606883349 hasConceptScore W2606883349C2778023678 @default.
• W2606883349 hasConceptScore W2606883349C28826006 @default.
• W2606883349 hasConceptScore W2606883349C33923547 @default.
• W2606883349 hasConceptScore W2606883349C5274546 @default.
• W2606883349 hasConceptScore W2606883349C73000952 @default.
• W2606883349 hasConceptScore W2606883349C73684929 @default.

• next