t.</p>
<p>Reference: &lt;<a class="reference external" href="https://www.risk.net/journal-risk/2161159/optimization-conditional-value-risk">https://www.risk.net/journal-risk/2161159/optimization-conditional-value-risk</a>&gt;</p>
<p>Initialize a CVaR-constrained DRO model.</p>
<dl class="field-list simple">
<dt class="field-odd">Parameters<span class="colon">:</span></dt>
<dd class="field-odd"><ul class="simple">
<li><p><strong>input_dim</strong> (<a class="reference external" href="https://docs.python.org/