2 papers
cs.LG2026
Distributionally-Robust Learning to Optimize
Vinit Ranjan, Jisun Park, Bartolomeo Stellato
We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasser…
math.OC2025
Fast Online Distributionally Robust Optimization via Data Compression
Irina Wang, Marta Fochesato, Bartolomeo Stellato
We propose an online data compression approach for efficiently solving Wasserstein distributionally robust optimization (DRO) problems with streaming data. Our method constructs ad…