Preprint
Aug 2026
A Primal Perspective on Distributionally Robust Optimization: An Investigation on Modeling and Solution Strategies
It is shown that BiCS is applicable to standard DRO, almost-sure DRO, DRO with various chance constraints, and DRO with ambiguity sets strengthened by local information, and demonstrates superior performance, including solving cases where the examined compact reformulations are unavailable or computationally difficult.
Yiqi Tian, Bo Zeng
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