Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370): Difference between revisions

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Latest revision as of 06:07, 11 December 2024

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Primal-dual hybrid gradient method for distributionally robust optimization problems
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    Primal-dual hybrid gradient method for distributionally robust optimization problems (English)
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    22 February 2019
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    distributionally robust optimization
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    discretization method
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    primal-dual hybrid gradient
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    moment conditions
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    Wasserstein metric
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