Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

Performance Guarantees ◽

Doubly Robust Data‐driven Distributionally Robust Optimization

Applied Modeling Techniques and Data Analysis 1 ◽

10.1002/9781119821588.ch4 ◽

2021 ◽

pp. 75-90

Author(s):

Jose Blanchet ◽

Yang Kang ◽

Fan Zhang ◽

Fei He ◽

Zhangyi Hu

Keyword(s):

Robust Optimization ◽

Data Driven ◽

Distributionally Robust ◽

Doubly Robust

Data‐driven distributionally robust optimization of shale gas supply chains under uncertainty

AIChE Journal ◽

10.1002/aic.16488 ◽

2018 ◽

Vol 65 (3) ◽

pp. 947-963 ◽

Cited By ~ 16

Author(s):

Jiyao Gao ◽

Chao Ning ◽

Fengqi You

Keyword(s):

Robust Optimization ◽

Supply Chains ◽

Shale Gas ◽

Data Driven ◽

Distributionally Robust ◽

Gas Supply

Data-driven distributionally robust optimization approach for reliable travel-time-information-gain-oriented traffic sensor location model

Transportation Research Part B Methodological ◽

10.1016/j.trb.2018.05.009 ◽

2018 ◽

Vol 113 ◽

pp. 91-120 ◽

Cited By ~ 6

Author(s):

Ning Zhu ◽

Chenyi Fu ◽

Shoufeng Ma

Keyword(s):

Robust Optimization ◽

Travel Time ◽

Information Gain ◽

Location Model ◽

Data Driven ◽

Optimization Approach ◽

Sensor Location ◽

Distributionally Robust ◽

Time Information

Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models

European Journal of Operational Research ◽

10.1016/j.ejor.2019.03.008 ◽

2019 ◽

Vol 278 (1) ◽

pp. 20-35 ◽

Cited By ~ 5

Author(s):

Fengqiao Luo ◽

Sanjay Mehrotra

Keyword(s):

Robust Optimization ◽

Regression Models ◽

Decomposition Algorithm ◽

Wasserstein Metric ◽

A Distributionally Robust Optimization Approach for Multivariate Linear Regression under the Wasserstein Metric

2019 IEEE 58th Conference on Decision and Control (CDC) ◽

10.1109/cdc40024.2019.9029832 ◽

2019 ◽

Author(s):

Ruidi Chen ◽

Ioannis Ch. Paschalidis

Keyword(s):

Linear Regression ◽

Robust Optimization ◽

Multivariate Linear Regression ◽

Optimization Approach ◽

Wasserstein Metric ◽

Stochastic Optimal Power Flow Based on Data-Driven Distributionally Robust Optimization

2018 Annual American Control Conference (ACC) ◽

10.23919/acc.2018.8431542 ◽

2018 ◽

Cited By ~ 5

Author(s):

Yi Guo ◽

Kyri Baker ◽

Emiliano Dall'Anese ◽

Zechun Hu ◽

Tyler Summers

Keyword(s):

Robust Optimization ◽

Power Flow ◽

Optimal Power Flow ◽

Data Driven ◽

Optimal Power ◽

Soft‐constrained model predictive control based on data‐driven distributionally robust optimization

AIChE Journal ◽

10.1002/aic.16546 ◽

2020 ◽

Vol 66 (10) ◽

Cited By ~ 1

Author(s):

Shuwen Lu ◽

Jay H. Lee ◽

Fengqi You

Keyword(s):

Model Predictive Control ◽

Robust Optimization ◽

Predictive Control ◽

Data Driven ◽

Constrained Model ◽

Constrained Model Predictive Control ◽

Data-Driven Optimal Transport Cost Selection For Distributionally Robust Optimization

2019 Winter Simulation Conference (WSC) ◽

10.1109/wsc40007.2019.9004785 ◽

2019 ◽

Author(s):

Jose Blanchet ◽

Yang Kang ◽

Karthyek Murthy ◽

Fan Zhang

Keyword(s):

Robust Optimization ◽

Optimal Transport ◽

Data Driven ◽

Transport Cost ◽

Selection For ◽

Distributionally Robust ◽

Cost Selection

Data-Driven Variable Speed Limit Design for Highways via Distributionally Robust Optimization

2019 18th European Control Conference (ECC) ◽

10.23919/ecc.2019.8796026 ◽

2019 ◽

Cited By ~ 1

Author(s):

D. Li ◽

D. Fooladivanda ◽

S. Martinez

Keyword(s):

Robust Optimization ◽

Data Driven ◽

Speed Limit ◽

Variable Speed ◽

Variable Speed Limit ◽

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

Operations Research ◽

10.1287/opre.1090.0741 ◽

2010 ◽

Vol 58 (3) ◽

pp. 595-612 ◽

Cited By ~ 544

Author(s):

Erick Delage ◽

Yinyu Ye

Keyword(s):

Robust Optimization ◽

Data Driven ◽