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Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Free accessSpringer Verlag | 2017| -
On the linear convergence of the alternating direction method of multipliers
Springer Verlag | 2016| -
Proximal alternating linearized minimization for nonconvex and nonsmooth problems
Springer Verlag | 2013| -
On distributionally robust chance constrained programs with Wasserstein distance
Springer Verlag | 2021| -
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
Springer Verlag | 2016| -
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Free accessOnline Contents | 2017| -
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
Springer Verlag | 2019| -
Accelerated gradient methods for nonconvex nonlinear and stochastic programming
Springer Verlag | 2015| -
Linear convergence of first order methods for non-strongly convex optimization
Springer Verlag | 2018|
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