Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: CVX / rank | |||
Normal rank |
Revision as of 20:11, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Primal-dual hybrid gradient method for distributionally robust optimization problems |
scientific article |
Statements
Primal-dual hybrid gradient method for distributionally robust optimization problems (English)
0 references
22 February 2019
0 references
distributionally robust optimization
0 references
discretization method
0 references
primal-dual hybrid gradient
0 references
moment conditions
0 references
Wasserstein metric
0 references