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20202025
most citedOn Regularized Square-root Regression Problems: Distributionally Robust Interpretation and Fast Computations

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math.OC2024

Wasserstein distributionally robust optimization and its tractable regularization formulations

Hong T. M. Chu, Meixia Lin, Kim-Chuan Toh

We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein dis…