Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571): Difference between revisions

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Latest revision as of 06:41, 13 November 2024

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Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
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    Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (English)
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    25 June 2018
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    matrix moment constraints
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    Slater type conditions
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    lower semicontinuity conditions
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    strong duality
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    random discretization
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    cutting plane methods
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