Cutting plane method for distributionally robust least squares problems

MaRDI QIDQ4640569zbMATH OpenFDO

Authors Wei Wang, Xinyu Cao, Miao He

Publication date 25 May 2018

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)

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Cited in

(1)

• Models and algorithms for distributionally robust least squares problems

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