Copertina

On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Zhang, Shixuan, Sun, Xu Andy
Natura:	Preprint
Pubblicazione:	2020
Soggetti:	Optimization and Control
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

On Distributionally Robust Multistage Convex Optimization: Data-driven Models and Performance
di: Zhang, Shixuan, et al.
Pubblicazione: (2022)

Moment Relaxations for Data-Driven Wasserstein Distributionally Robust Optimization
di: Zhang, Shixuan, et al.
Pubblicazione: (2025)

Multistage Robust Average Randomized Spectral Risk Optimization
di: Wu, Qiong, et al.
Pubblicazione: (2024)

GPU-Accelerated Dynamic Programming for Multistage Stochastic Energy Storage Arbitrage
di: Lee, Thomas, et al.
Pubblicazione: (2025)

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
di: Franc, Adrien Le, et al.
Pubblicazione: (2022)

Federated Distributionally Robust Optimization with Non-Convex Objectives: Algorithm and Analysis
di: Jiao, Yang, et al.
Pubblicazione: (2023)

Complexity Analysis of Convex Majorization Schemes for Nonconvex Constrained Optimization
di: Wang, Nuozhou, et al.
Pubblicazione: (2025)

Data-driven Multistage Distributionally Robust Linear Optimization with Nested Distance
di: Gao, Rui, et al.
Pubblicazione: (2024)

Integer Points in Arbitrary Convex Cones: The Case of the PSD and SOC Cones
di: De Loera, Jesús A., et al.
Pubblicazione: (2024)

Distributed Stochastic Bilevel Optimization: Improved Complexity and Heterogeneity Analysis
di: Niu, Youcheng, et al.
Pubblicazione: (2023)

Multistage Robust Optimization for Time-Decoupled Power Flexibility Aggregation with Energy Storage
di: Xie, Rui, et al.
Pubblicazione: (2025)

Two-stage and Lagrangian Dual Decision Rules for Multistage Adaptive Robust Optimization
di: Daryalal, Maryam, et al.
Pubblicazione: (2023)

Formalization of Complexity Analysis of the First-order Algorithms for Convex Optimization
di: Li, Chenyi, et al.
Pubblicazione: (2024)

Learning Acceleration Algorithms for Fast Parametric Convex Optimization with Certified Robustness
di: Sambharya, Rajiv, et al.
Pubblicazione: (2025)

Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimization
di: Zhang, Liang, et al.
Pubblicazione: (2023)

Exploiting Multistage Optimization Structure in Proximal Solvers
di: Schwan, Roland, et al.
Pubblicazione: (2025)

Parallel KKT Solver in PIQP for Multistage Optimization
di: Song, Fenglong, et al.
Pubblicazione: (2025)

Distributed Adaptive Gradient Algorithm with Gradient Tracking for Stochastic Non-Convex Optimization
di: Han, Dongyu, et al.
Pubblicazione: (2024)

On Tractability, Complexity, and Mixed-Integer Convex Programming Representability of Distributionally Favorable Optimization
di: Jiang, Nan, et al.
Pubblicazione: (2024)

One-Point Residual Feedback Algorithms for Distributed Online Convex and Non-convex Optimization
di: Wang, Yaowen, et al.
Pubblicazione: (2025)

Distributionally Robust Complex Chance-Constrained Optimization
di: Madani, Raneem, et al.
Pubblicazione: (2026)

Multistage Conditional Compositional Optimization
di: Şen, Buse, et al.
Pubblicazione: (2026)

Storage Participation in Electricity Markets: Time Discretization through Robust Optimization
di: Lauinger, Dirk, et al.
Pubblicazione: (2025)

Data-Driven Contextual Optimization with Gaussian Mixtures: Flow-Based Generalization, Robust Models, and Multistage Extensions
di: Yoon, YoungChul, et al.
Pubblicazione: (2025)

Dual Averaging With Non-Strongly-Convex Prox-Functions: New Analysis and Algorithm
di: Zhao, Renbo
Pubblicazione: (2025)

Accelerated Gradient Methods for Geodesically Convex Optimization: Tractable Algorithms and Convergence Analysis
di: Kim, Jungbin, et al.
Pubblicazione: (2022)

Stability Analysis of An Integrated Multistage Stochastic Programming and Markov Decision Process Problem
di: Yang, Zhiyao, et al.
Pubblicazione: (2025)

Faster Newton Methods for Convex and Nonconvex Optimization in Gradient Complexity
di: Chen, Lesi, et al.
Pubblicazione: (2025)

Robust Online Convex Optimization for Disturbance Rejection
di: Lai, Joyce, et al.
Pubblicazione: (2024)

Distributed Optimization Algorithm with Superlinear Convergence Rate
di: Xu, Yeming, et al.
Pubblicazione: (2024)

Unconstrained Robust Online Convex Optimization
di: Zhang, Jiujia, et al.
Pubblicazione: (2025)

Near-Optimal Algorithms for Convex Simple Bilevel Optimization under Weak Assumptions
di: Jiang, Rujun, et al.
Pubblicazione: (2024)

Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty
di: Park, Hyuk, et al.
Pubblicazione: (2024)

A Cutting-plane and Benders' Decomposition Algorithm for Two-Stage Distributionally Robust Convex programs
di: Luo, Fengqiao, et al.
Pubblicazione: (2021)

Non-Stationary Bandit Convex Optimization: An Optimal Algorithm with Two-Point Feedback
di: He, Chang, et al.
Pubblicazione: (2025)

Global and Robust Optimization for Non-Convex Quadratic Programs
di: Marousi, Asimina, et al.
Pubblicazione: (2025)

Improved Dynamic Regret of Distributed Online Multiple Frank-Wolfe Convex Optimization
di: Zhang, Wentao, et al.
Pubblicazione: (2023)

Sensitivity-Based Distributed Programming for Non-Convex Optimization
di: von Esch, Maximilian Pierer, et al.
Pubblicazione: (2025)

Distributionally Preference Robust Optimization in Multi-Attribute Decision Making
di: Hu, Jian, et al.
Pubblicazione: (2022)

Adaptive Multistage Stochastic Programming
di: Kayacık, Sezen Ece, et al.
Pubblicazione: (2024)