Distributionally Robust Optimization with Matrix Moment Constraints: Lagrange Duality and Cutting Plane Methods (2015)
Attributed to:
Distributionally Robust Optimisation With Matrix Moment Constraints: A Semi-Infinite and Semi-Definite Programming Approach
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: http://www.optimization-online.org/DB_FILE/2015/05/4914.pdf
Type: Technical Report