Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (English)
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- New search for: Mohajerin Esfahani, Peyman
- New search for: Kuhn, Daniel
- New search for: Mohajerin Esfahani, Peyman
- New search for: Kuhn, Daniel
In:
Mathematical Programming
;
171
, 1
;
115-166
;
2017
- Article (Journal) / Electronic Resource
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Title:Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
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Contributors:Mohajerin Esfahani, Peyman ( author ) / Kuhn, Daniel ( author )
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Published in:Mathematical Programming ; 171, 1 ; 115-166
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Publisher:
- New search for: Springer Berlin Heidelberg
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Place of publication:Berlin/Heidelberg
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Publication date:2017-07-07
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Size:52 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 171, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD conePermenter, Frank / Parrilo, Pablo et al. | 2017
- 55
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Robust flows over time: models and complexity resultsGottschalk, Corinna / Koster, Arie M. C. A. / Liers, Frauke / Peis, Britta / Schmand, Daniel / Wierz, Andreas et al. | 2017
- 87
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Polynomial combinatorial algorithms for skew-bisubmodular function minimizationFujishige, Satoru / Tanigawa, Shin-ichi et al. | 2017
- 115
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Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulationsMohajerin Esfahani, Peyman / Kuhn, Daniel et al. | 2017
- 167
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An optimal randomized incremental gradient methodLan, Guanghui / Zhou, Yi et al. | 2017
- 217
-
Robust sample average approximationBertsimas, Dimitris / Gupta, Vishal / Kallus, Nathan et al. | 2017
- 283
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The diameters of network-flow polytopes satisfy the Hirsch conjectureBorgwardt, S. / De Loera, J. A. / Finhold, E. et al. | 2017
- 311
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Complexity bounds for primal-dual methods minimizing the model of objective functionNesterov, Yu. et al. | 2017
- 331
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Aggregation-based cutting-planes for packing and covering integer programsBodur, Merve / Del Pia, Alberto / Dey, Santanu S. / Molinaro, Marco / Pokutta, Sebastian et al. | 2017
- 361
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Verifiable sufficient conditions for the error bound property of second-order cone complementarity problemsYe, Jane J. / Zhou, Jinchuan et al. | 2017
- 397
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Completely positive semidefinite rankPrakash, Anupam / Sikora, Jamie / Varvitsiotis, Antonios / Wei, Zhaohui et al. | 2017
- 433
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New algorithms for maximum disjoint paths based on tree-likenessFleszar, Krzysztof / Mnich, Matthias / Spoerhase, Joachim et al. | 2017
- 463
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On error bound moduli for locally Lipschitz and regular functionsLi, M. H. / Meng, K. W. / Yang, X. Q. et al. | 2017
- 489
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On max-k-sumsTodd, Michael J. et al. | 2017
- 519
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Polyhedral results on the stable set problem in graphs containing even or odd pairsWitt, Jonas T. / Lübbecke, Marco E. / Reed, Bruce et al. | 2017