Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370): Difference between revisions
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Revision as of 22:18, 19 March 2024
scientific article
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English | 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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