Expand description
Types for Distributionally Robust Optimization (DRO).
Provides configuration structs, result types, and core abstractions for Wasserstein-ball and CVaR-based DRO.
Structs§
- DroConfig
- Configuration for distributionally robust optimization.
- DroResult
- Result of a distributionally robust optimization run.
- DroSolver
- High-level handle to a DRO solver.
- Wasserstein
Ball - Describes a Wasserstein-1 ball around a set of centre samples.
Enums§
- Robust
Objective - Selection of distributionally robust objective criterion.