olving more conservative (pessimistic) scenarios</p></li>
<li><p>The <code class="docutils literal notranslate"><span class="pre">threshold</span></code> value represents the <span class="math notranslate nohighlight">\(\alpha\)</span>-quantile of the loss distribution</p></li>
<li><p>Warm-starting not supported due to CVaR’s non-smooth nature</p></li>
</ul>
</div>
</dd></dl>

<dl class="py method">
<dt class="sig sig-object py" id="dro.linear_model.cvar_dro.CVaRDRO.worst_distribution">
<span class="sig-n