Characterization of the equivalence of robustification and regularization in linear and matrix regression-Reference-Cited by-同舟云学术

Characterization of the equivalence of robustification and regularization in linear and matrix regression

Published:2018-11 Issue:3 Volume:270 Page:931-942
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bertsimas Dimitris^ORCID,Copenhaver Martin S.^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference46 articles.

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5. Bertsimas, D., Gupta, V., & Kallus, N. (2017). Data-driven robust optimization. Mathematical Programming.

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