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superquantile optimization

1 paper

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Co-occurring keywords · papers mentioning both

risk-aware optimization (1) risk optimization (1) scenario reduction (1) semismooth newton method (1) augmented lagrangian method (1) quantile regression (1) constrained optimization (1) augmented lagrangian (1)

Papers

Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction JMLR 2025