Distributionally Robust Optimization over Wasserstein Balls with i.i.d. Structure
Fuente:
arXiv
Saved in:
| Main Authors: | Kharitenko, Andrey, Fochesato, Marta, Tsiamis, Anastasios, Schmid, Niklas, Lygeros, John |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Comparative Analysis of Two-Stage Distributionally Robust Optimization over 1-Wasserstein and 2-Wasserstein Balls
by: Byeon, Geunyeong
Published: (2025)
by: Byeon, Geunyeong
Published: (2025)
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization
by: Liang, Ling, et al.
Published: (2024)
by: Liang, Ling, et al.
Published: (2024)
Splitting Algorithms for Distributionally Robust Optimization
by: Briceño-Arias, Luis, et al.
Published: (2024)
by: Briceño-Arias, Luis, et al.
Published: (2024)
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality
by: Cutler, Joshua, et al.
Published: (2022)
by: Cutler, Joshua, et al.
Published: (2022)
Chance constrained directional models in stochastic data envelopment analysis
by: Bolos, Vicente J., et al.
Published: (2024)
by: Bolos, Vicente J., et al.
Published: (2024)
A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
by: Song, Yongcun, et al.
Published: (2024)
by: Song, Yongcun, et al.
Published: (2024)
Multivariate approximation by polynomial and generalised rational functions
by: Millán, R. Díaz, et al.
Published: (2021)
by: Millán, R. Díaz, et al.
Published: (2021)
Marginal minimization and sup-norm expansions in perturbed optimization
by: Spokoiny, Vladimir
Published: (2025)
by: Spokoiny, Vladimir
Published: (2025)
A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
by: Kamijima, Tomoya, et al.
Published: (2025)
by: Kamijima, Tomoya, et al.
Published: (2025)
Exponential Conic Optimization for Multi-Regime Service System Design under Congestion and Tail-Risk Control
by: Blanco, Víctor, et al.
Published: (2026)
by: Blanco, Víctor, et al.
Published: (2026)
Policy Optimization over General State and Action Spaces
by: Ju, Caleb, et al.
Published: (2022)
by: Ju, Caleb, et al.
Published: (2022)
Bregman Stochastic Proximal Point Algorithm with Variance Reduction
by: Traoré, Cheik, et al.
Published: (2025)
by: Traoré, Cheik, et al.
Published: (2025)
A Newton Augmented Lagrangian Method for Symmetric Cone Programming with Complexity Analysis
by: Zhang, Rui-Jin, et al.
Published: (2025)
by: Zhang, Rui-Jin, et al.
Published: (2025)
Properties of the complementarity set for the cone of copositive matrices
by: Kostyukova, O. I.
Published: (2024)
by: Kostyukova, O. I.
Published: (2024)
Non-Attainment of Minima in Non-Polyhedral Conic Optimization: A Robust SOCP Example
by: Nguyen, Vinh
Published: (2025)
by: Nguyen, Vinh
Published: (2025)
A Structured Proximal Stochastic Variance Reduced Zeroth-order Algorithm
by: Rando, Marco, et al.
Published: (2025)
by: Rando, Marco, et al.
Published: (2025)
Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
by: Nandhan, Navil, et al.
Published: (2026)
by: Nandhan, Navil, et al.
Published: (2026)
Achieving $\tilde{\mathcal{O}}(1/N)$ Optimality Gap in Restless Bandits through Gaussian Approximation
by: Yan, Chen, et al.
Published: (2024)
by: Yan, Chen, et al.
Published: (2024)
Distributed Computing for Huge-Scale Aggregative Convex Programming
by: Tao, Luoyi
Published: (2026)
by: Tao, Luoyi
Published: (2026)
Don't Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
Robust Utility Maximization with Intractable Claims under Distributional Ambiguity: A Random Distributionally Robust Optimization Approach
by: Guan, Guohui, et al.
Published: (2025)
by: Guan, Guohui, et al.
Published: (2025)
Dual dynamic programming for stochastic programs over an infinite horizon
by: Ju, Caleb, et al.
Published: (2023)
by: Ju, Caleb, et al.
Published: (2023)
Solving exact and noisy rank-one tensor completion with semidefinite programming
by: Cifuentes, Diego, et al.
Published: (2025)
by: Cifuentes, Diego, et al.
Published: (2025)
Stochastic Block Bregman Projection with Polyak-like Stepsize for Possibly Inconsistent Convex Feasibility Problems
by: Zhang, Lu, et al.
Published: (2026)
by: Zhang, Lu, et al.
Published: (2026)
Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
by: Kang, Sumin, et al.
Published: (2024)
by: Kang, Sumin, et al.
Published: (2024)
Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning
by: Freitas, Guilherme, et al.
Published: (2025)
by: Freitas, Guilherme, et al.
Published: (2025)
Convergence, Duality and Well-Posedness in Convex Bilevel Optimization
by: Giang-Tran, Khanh-Hung, et al.
Published: (2025)
by: Giang-Tran, Khanh-Hung, et al.
Published: (2025)
A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization
by: Nishioka, Akatsuki, et al.
Published: (2023)
by: Nishioka, Akatsuki, et al.
Published: (2023)
Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective
by: Hsieh, Chung-Han, et al.
Published: (2025)
by: Hsieh, Chung-Han, et al.
Published: (2025)
Linear Convergence and Error Bounds for Optimization Without Strong Convexity
by: van Treek, Kira, et al.
Published: (2025)
by: van Treek, Kira, et al.
Published: (2025)
Optimal Subgradient Methods for Lipschitz Convex Optimization with Error Bounds
by: Wang, Alex L.
Published: (2025)
by: Wang, Alex L.
Published: (2025)
A Projection-Free Method for Solving Convex Bilevel Optimization Problems
by: Giang-Tran, Khanh-Hung, et al.
Published: (2023)
by: Giang-Tran, Khanh-Hung, et al.
Published: (2023)
Concave Certificates: Geometric Framework for Distributionally Robust Risk and Complexity Analysis
by: Chu, Hong T. M.
Published: (2026)
by: Chu, Hong T. M.
Published: (2026)
Peaceman-Rachford Splitting Method Converges Ergodically for Solving Convex Optimization Problems
by: Chen, Kaihuang, et al.
Published: (2025)
by: Chen, Kaihuang, et al.
Published: (2025)
A Proximal Stochastic Gradient Method with Adaptive Step Size and Variance Reduction for Convex Composite Optimization
by: Fang, Changjie, et al.
Published: (2025)
by: Fang, Changjie, et al.
Published: (2025)
A symmetric primal-dual algorithmic framework for saddle point problems
by: He, Hongjin, et al.
Published: (2022)
by: He, Hongjin, et al.
Published: (2022)
Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems
by: Arima, Naohiko, et al.
Published: (2023)
by: Arima, Naohiko, et al.
Published: (2023)
A Low-rank Augmented Lagrangian Method for Polyhedral-SDP and Moment-SOS Relaxations of Polynomial Optimization
by: Hou, Di, et al.
Published: (2025)
by: Hou, Di, et al.
Published: (2025)
First and Second Order Necessary and Sufficient Optimality Conditions of Fritz John Type for Vector Problems over Cones
by: Ivanov, Vsevolod I.
Published: (2024)
by: Ivanov, Vsevolod I.
Published: (2024)
A Benson-Type Algorithm for Bounded Convex Vector Optimization Problems with Vertex Selection
by: Dörfler, Daniel, et al.
Published: (2020)
by: Dörfler, Daniel, et al.
Published: (2020)
Similar Items
-
Comparative Analysis of Two-Stage Distributionally Robust Optimization over 1-Wasserstein and 2-Wasserstein Balls
by: Byeon, Geunyeong
Published: (2025) -
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization
by: Liang, Ling, et al.
Published: (2024) -
Splitting Algorithms for Distributionally Robust Optimization
by: Briceño-Arias, Luis, et al.
Published: (2024) -
Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimality
by: Cutler, Joshua, et al.
Published: (2022) -
Chance constrained directional models in stochastic data envelopment analysis
by: Bolos, Vicente J., et al.
Published: (2024)