Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
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Publication:4586174
DOI10.1137/17M1115046zbMath1401.90126MaRDI QIDQ4586174
Sanjay Mehrotra, Manish Bansal, Kuo-Ling Huang
Publication date: 12 September 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Wasserstein metricmoment matchingL-shaped methoddistributionally robust optimizationKantorovich-Rubinstein distanceambiguity setbenders' decompositionparametric cutting planestwo-stage stochastic mixed binary programs
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Uses Software
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