Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Roth, Jake, Cui, Ying
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Machine Learning 90-04, 90-08, 90C06, 90C25
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.07965