Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods |
scientific article |
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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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