Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571)
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scientific article; zbMATH DE number 6894017
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| English | Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods |
scientific article; zbMATH DE number 6894017 |
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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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0.8279412388801575
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0.7854757905006409
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0.7806369662284851
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0.7792686223983765
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0.7779473066329956
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