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On regularization schemes for data-driven optimization based on Cressie–Read divergence and CVaR
This paper presents several regularization schemes for data-driven optimization problems. Data-driven optimization is a challenging task because the model or the distribution describing the inheren...
期刊介绍：
Optimization publishes refereed, theoretical and applied papers on the latest developments in fields such as linear, nonlinear, stochastic, parametric, discrete and dynamic programming, control theory and game theory.
A special section is devoted to review papers on theory and methods in interesting areas of mathematical programming and optimization techniques. The journal also publishes conference proceedings, book reviews and announcements.
All published research articles in this journal have undergone rigorous peer review, based on initial editor screening and anonymous refereeing by independent expert referees.
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