tingyingwu2021 Goto Github PK

a-novel-dro-model-for-self-scheduling-problem

This study is using distributionally robust optimization (DRO) algorithm with conditional value-at-risk (CVaR) to solve self-scheduling problem to obtain a suitable and adjustable self-scheduling strategy

a-wdruc

MATLAB implementation of Wassertein Distributionally Robust Unit Commitment with Affine Rule.

admm

Some research on ADMM

aistats_2023---wasserstein-martingale-estimation

Code corresponding to the paper "Wasserstein Distributionally Robust Linear-Quadratic Estimation under Martingale Constraints" published in the Proceedings of the 26th International Conference on Artificial Inteligence and Statistics (AISTATS) 2023, Valencia, Spain. PMLR: Volume 206.

aladin

Some research on the algorithm Augmented Lagrangian based Alternating Direction Inexact Newton Method (ALADIN)

algorithms_for_solving_vrp

Implementation of VRP solution algorithm in Python

arks

Distributionally robust optimization with the Adversarially Robust Kernel Smoothing (ARKS) algorithm

armor

Implementation of differential model distribution for robust federated learning framework against adversarial attacks using PyTorch.

benders-decomposition

Implementation of Benders decomposition for a mixed integer linear program and a stochastic program

benders-decomposition-l-shaped-method-

It's a realization of benders decomposition for a transporation problem with stochastic demand

bpc-for-evrptw

C++ branch-price-and-cut framework for electric vehicle routing problem with release time and due date, bounded bidirectional label setting algorithm, label correcting, pulse algorithm for solving the ESSPRC, SSPRC, NG-Route relaxation, DSSR relaxation are developed and coded in C++, several branching rules are used and compared...

ckdro

Conditional kernel Distributionally Robust Optimization

cloud_computing_with_stochastic_programming_decomposition

Optimizing Costs for Cloud Computing with Stochastic Programming

computationally-efficient-approximations-for-distributionally-robust-optimization

cs221-project

🪜 Code for CS 221 final project: "Distributionally Robust Multi-Task Learning for Fair Skin Cancer Classification".

cvar-portfolio-selection

Implementation of the article "Data-driven robust mean-CVaR portfolio selection under distribution ambiguity".

data-driven-adaptive-benders-decomposition

Data-driven Adaptive Benders Decomposition for the Stochastic Unit Commitment Problem: Python codes & Case study data

data-driven-distributionally-robust-mpc

decomposition_nonvexsp

Code for paper "A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse"

deep-distributionally-robust-learning-for-calibrated-uncertainties-under-domain-shift

DRST code

distributed-wasserstein-distributionally-robust-logistic-regression

distributionally-robust-optimization

Experiments with distributionally robust optimization (DRO) for deep neural networks

distributionally-robust-optimization-for-deep-kernel-multiple-instance-learning

distributionally-robust-optimization-passive-seismic-sensor-placement

distributionally-robust-smpc

Distributionally Robust Stochastic Model Predictive Control

distributionally-robust-stochastic-opf

distributionally_robust_optimization

distributionally_robust_rl

doubly-robust-dropel

Off-Policy Evaluation and Learning that is both Doubly Robust and Distributionally Robust.

dr-portfolio-optimisation-with-markov-regime-switching

This repository contains the simulations and computations for distributionally robust portfolio optimisation under Wasserstein ambiguity assuming a Markov regime switching model.