{"id":"https://openalex.org/W4415221347","doi":"https://doi.org/10.1287/opre.2023.0294","title":"Sinkhorn Distributionally Robust Optimization","display_name":"Sinkhorn Distributionally Robust Optimization","publication_year":2025,"publication_date":"2025-10-15","ids":{"openalex":"https://openalex.org/W4415221347","doi":"https://doi.org/10.1287/opre.2023.0294"},"language":"en","primary_location":{"id":"doi:10.1287/opre.2023.0294","is_oa":false,"landing_page_url":"https://doi.org/10.1287/opre.2023.0294","pdf_url":null,"source":{"id":"https://openalex.org/S125775545","display_name":"Operations Research","issn_l":"0030-364X","issn":["0030-364X","1526-5463"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100440022","display_name":"Jie Wang","orcid":"https://orcid.org/0000-0001-8623-4622"},"institutions":[{"id":"https://openalex.org/I4210116924","display_name":"Chinese University of Hong Kong, Shenzhen","ror":"https://ror.org/02d5ks197","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633","https://openalex.org/I180726961","https://openalex.org/I4210116924"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jie Wang","raw_affiliation_strings":["School of Artificial Intelligence, School of Data Science, The Chinese University of Hong Kong, Shenzhen 518172, China"],"raw_orcid":"https://orcid.org/0000-0001-8623-4622","affiliations":[{"raw_affiliation_string":"School of Artificial Intelligence, School of Data Science, The Chinese University of Hong Kong, Shenzhen 518172, China","institution_ids":["https://openalex.org/I4210116924"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004972663","display_name":"Rui Gao","orcid":"https://orcid.org/0000-0003-0145-8577"},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Rui Gao","raw_affiliation_strings":["Department of Information, Risk, and Operations Management, University of Texas at Austin, Austin, Texas 78712"],"raw_orcid":"https://orcid.org/0000-0003-0145-8577","affiliations":[{"raw_affiliation_string":"Department of Information, Risk, and Operations Management, University of Texas at Austin, Austin, Texas 78712","institution_ids":["https://openalex.org/I86519309"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047736740","display_name":"Yao Xie","orcid":"https://orcid.org/0000-0001-6777-2951"},"institutions":[{"id":"https://openalex.org/I130701444","display_name":"Georgia Institute of Technology","ror":"https://ror.org/01zkghx44","country_code":"US","type":"education","lineage":["https://openalex.org/I130701444"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yao Xie","raw_affiliation_strings":["School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332"],"raw_orcid":"https://orcid.org/0000-0001-6777-2951","affiliations":[{"raw_affiliation_string":"School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332","institution_ids":["https://openalex.org/I130701444"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.30630842,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"74","issue":"3","first_page":"1581","last_page":"1603"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.7990999817848206},{"id":"https://openalex.org/keywords/newsvendor-model","display_name":"Newsvendor model","score":0.724399983882904},{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.6191999912261963},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.45969998836517334},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.4580000042915344},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.44290000200271606},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4334000051021576},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.4154999852180481},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.3889999985694885}],"concepts":[{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.7990999817848206},{"id":"https://openalex.org/C36181114","wikidata":"https://www.wikidata.org/wiki/Q3130009","display_name":"Newsvendor model","level":3,"score":0.724399983882904},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6868000030517578},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6679999828338623},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.6191999912261963},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.45969998836517334},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.4580000042915344},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.44290000200271606},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4334000051021576},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.4154999852180481},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.3889999985694885},{"id":"https://openalex.org/C37736160","wikidata":"https://www.wikidata.org/wiki/Q1801315","display_name":"Adversarial system","level":2,"score":0.3718000054359436},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.3472000062465668},{"id":"https://openalex.org/C179799912","wikidata":"https://www.wikidata.org/wiki/Q205084","display_name":"Computational complexity theory","level":2,"score":0.3294000029563904},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.29899999499320984},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.2881999909877777},{"id":"https://openalex.org/C163863214","wikidata":"https://www.wikidata.org/wiki/Q7624553","display_name":"Strong duality","level":3,"score":0.2831000089645386},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.27869999408721924},{"id":"https://openalex.org/C3309286","wikidata":"https://www.wikidata.org/wiki/Q4907693","display_name":"Bilevel optimization","level":3,"score":0.27730000019073486},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.26600000262260437},{"id":"https://openalex.org/C206688291","wikidata":"https://www.wikidata.org/wiki/Q7617819","display_name":"Stochastic gradient descent","level":3,"score":0.26489999890327454},{"id":"https://openalex.org/C27665512","wikidata":"https://www.wikidata.org/wiki/Q3042795","display_name":"Benders' decomposition","level":2,"score":0.26460000872612},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.26339998841285706},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.26080000400543213},{"id":"https://openalex.org/C2779150434","wikidata":"https://www.wikidata.org/wiki/Q7644532","display_name":"Supply chain optimization","level":4,"score":0.2583000063896179},{"id":"https://openalex.org/C153258448","wikidata":"https://www.wikidata.org/wiki/Q1199743","display_name":"Gradient descent","level":3,"score":0.25529998540878296}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1287/opre.2023.0294","is_oa":false,"landing_page_url":"https://doi.org/10.1287/opre.2023.0294","pdf_url":null,"source":{"id":"https://openalex.org/S125775545","display_name":"Operations Research","issn_l":"0030-364X","issn":["0030-364X","1526-5463"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310315699","host_organization_name":"Institute for Operations Research and the Management Sciences","host_organization_lineage":["https://openalex.org/P4310315699"],"host_organization_lineage_names":["Institute for Operations Research and the Management Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":68,"referenced_works":["https://openalex.org/W1484551447","https://openalex.org/W1518992076","https://openalex.org/W1594039573","https://openalex.org/W1632601927","https://openalex.org/W1647779468","https://openalex.org/W1873244950","https://openalex.org/W1968355947","https://openalex.org/W1990283121","https://openalex.org/W2004548680","https://openalex.org/W2009348384","https://openalex.org/W2022132102","https://openalex.org/W2029420412","https://openalex.org/W2033487550","https://openalex.org/W2061222682","https://openalex.org/W2092660864","https://openalex.org/W2111697309","https://openalex.org/W2112796928","https://openalex.org/W2119303899","https://openalex.org/W2122109562","https://openalex.org/W2125417745","https://openalex.org/W2153473676","https://openalex.org/W2156246300","https://openalex.org/W2166292404","https://openalex.org/W2478708596","https://openalex.org/W2482605755","https://openalex.org/W2537619949","https://openalex.org/W2623414030","https://openalex.org/W2743023201","https://openalex.org/W2787314358","https://openalex.org/W2793108066","https://openalex.org/W2795504540","https://openalex.org/W2800559265","https://openalex.org/W2800812001","https://openalex.org/W2905838893","https://openalex.org/W2912522929","https://openalex.org/W2921349977","https://openalex.org/W2946543850","https://openalex.org/W2963450292","https://openalex.org/W2963969224","https://openalex.org/W2969714402","https://openalex.org/W2990301977","https://openalex.org/W3034928501","https://openalex.org/W3048592889","https://openalex.org/W3084007891","https://openalex.org/W3091878022","https://openalex.org/W3097661180","https://openalex.org/W3103360925","https://openalex.org/W3113306348","https://openalex.org/W3121149831","https://openalex.org/W3122590668","https://openalex.org/W3124187518","https://openalex.org/W3153436952","https://openalex.org/W3166171467","https://openalex.org/W3187337999","https://openalex.org/W3213876467","https://openalex.org/W3216079433","https://openalex.org/W4206419526","https://openalex.org/W4206471589","https://openalex.org/W4211042066","https://openalex.org/W4286494325","https://openalex.org/W4289258965","https://openalex.org/W4300175769","https://openalex.org/W4301084947","https://openalex.org/W4301435544","https://openalex.org/W4308018161","https://openalex.org/W4308675889","https://openalex.org/W4382065081","https://openalex.org/W4411917733"],"related_works":[],"abstract_inverted_index":{"Entropy-Regularized":[0],"Wasserstein":[1,39,78,112],"Distributionally":[2,15,63],"Robust":[3,64],"Optimization":[4],"Uncertainty":[5],"in":[6,12,131,144],"data":[7],"poses":[8],"a":[9,20,90,96,122],"central":[10],"challenge":[11,26],"operations":[13],"research.":[14],"robust":[16],"optimization":[17],"(DRO)":[18],"offers":[19],"principled":[21],"framework":[22],"for":[23,107],"addressing":[24],"this":[25],"by":[27],"producing":[28],"solutions":[29],"resilient":[30],"to":[31],"distributional":[32],"variations.":[33],"Among":[34],"various":[35],"DRO":[36,40,115],"approaches,":[37],"the":[38,71,77,132],"has":[41],"received":[42],"significant":[43],"attention":[44],"though":[45],"its":[46,54,141],"computational":[47,85],"efficiency":[48],"relies":[49],"on":[50],"stringent":[51],"assumptions,":[52],"and":[53,68,94,137,148],"worst":[55,118],"case":[56,119],"distributions":[57],"are":[58],"typically":[59],"discrete.":[60],"In":[61],"\u201cSinkhorn":[62],"Optimization,\u201d":[65],"Wang,":[66],"Gao,":[67],"Xie":[69],"leverage":[70],"Sinkhorn":[72,114],"distance\u2014an":[73],"entropy-regularized":[74],"variant":[75],"of":[76,126],"distance\u2014to":[79],"more":[80,123],"realistically":[81],"model":[82],"uncertainty,":[83],"enhancing":[84],"efficiency.":[86,149],"The":[87],"authors":[88],"establish":[89],"strong":[91],"duality":[92],"reformulation":[93],"propose":[95],"first":[97],"order":[98],"stochastic":[99],"mirror":[100],"descent":[101],"algorithm":[102],"with":[103],"provable":[104],"complexity":[105],"guarantees":[106],"general":[108],"loss":[109],"functions.":[110],"Unlike":[111],"DRO,":[113],"yields":[116],"continuous":[117],"distributions,":[120],"offering":[121],"flexible":[124],"representation":[125],"practical":[127],"uncertainties.":[128],"Extensive":[129],"experiments":[130],"newsvendor":[133],"problem,":[134],"portfolio":[135],"optimization,":[136],"adversarial":[138],"classification":[139],"demonstrate":[140],"superior":[142],"performance":[143,147],"both":[145],"out-of-sample":[146]},"counts_by_year":[],"updated_date":"2026-05-26T06:15:08.310788","created_date":"2025-10-16T00:00:00"}
