Month: October 2023

Jana Dienstbier, Frauke Liers, Jan Rolfes https://arxiv.org/abs/2310.05612 Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite…

Jana Dienstbier, Frauke Liers, Jan Rolfes https://arxiv.org/abs/2301.11185 In this work, we present algorithmically tractable safe approximations of distributionally robust optimization (DRO) problems. The considered ambiguity sets can exploit information on…