Distributionally Robust Optimization Notes

Notes for Distributionally Robust Optimization (DRO) 分布鲁棒优化学习笔记

Department of Industrial Engineering and Operation Management, Nanjing University

This notes assume readers the basic knowlegde of linear programming, convex programming, cone, duality theory and statistics. If you have any question or comment, please create issues or contact me: prinway1226@gmail.com. Thank you.

Contents 目录

Overview 概述

Conic Linear Programming 锥线性规划

Moment-based DRO 基于矩的分布鲁棒优化

Wasserstein-based DRO 基于 Wasserstein 的分布鲁棒优化

Recent Advances 最新进展