Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (2017)
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
Digital Object Identifier: http://dx.doi.org/10.1007/s10107-017-1143-6
Publication URI: http://dx.doi.org/10.1007/s10107-017-1143-6
Type: Journal Article/Review
Parent Publication: Mathematical Programming
Issue: 2