Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
Fengqiao Luo, Sanjay Mehrotra
| Year of publication: |
2019
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| Authors: | Luo, Fengqiao ; Mehrotra, Sanjay |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 278.2019, 1 (1.10.), p. 20-35
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| Subject: | Robustness and sensitivity analysis | Distributionally robust optimization | Wasserstein metric | Semi-infinite programming | Logistic regression | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Regressionsanalyse | Regression analysis | Sensitivitätsanalyse | Sensitivity analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | "Decomposition Algorithm for Wasserstein-Robust Optimization." - Fußnote |
| Other identifiers: | 10.1016/j.ejor.2019.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102588