Cutting plane method for distributionally robust least squares problems

zbMATH Open1399.90265MaRDI QIDQ4640569FDOQ4640569

Authors: Wei Wang, Xinyu Cao, Miao He 

Publication date: 25 May 2018

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zbMATH Keywords

cutting plane methodleast squares problemdistributionally robust optimizationmoments constraints

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Cited In (1)

• Models and algorithms for distributionally robust least squares problems

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