Piecewise sum-of-squares convexity and Wasserstein distributionally robust optimization: Exact semi-definite programming reformulations with data-driven decision-making under uncertainty

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Authors: Neil D. Dizon, Queenie Yingkun Huang, V. Jeyakumar, Guoyin Li
Cited by: 1
References: 36

Fields of Study & Subjects

Risk and Portfolio Optimization Optimization and Variational Analysis Stochastic Gradient Optimization Techniques

Publication details

Journal / source
European Journal of Operational Research
Publisher
Elsevier BV
Volume
335
Issue
2
Pages
490–509
Publication date
17 June 2026
Language
EN