A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs

DOI10.1007/s10107-021-01641-2zbMath1506.90187arXiv1911.08713OpenAlexW3166772905MaRDI QIDQ2097655

Fengqiao Luo, Sanjay Mehrotra

Publication date: 14 November 2022

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.08713

zbMATH Keywords

disjunctive programmingdistributionally robust optimizationstochastic facility locationtwo-stage stochastic mixed integer conic programmingtwo-stage stochastic mixed integer second-order-cone programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15) Robustness in mathematical programming (90C17)

Related Items

Special issue: Global solution of integer, stochastic and nonconvex optimization problems

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