Primal-dual hybrid gradient method for distributionally robust optimization problems
Yongchao Liu, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang
| Year of publication: |
November 2017
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|---|---|
| Authors: | Liu, Yongchao ; Yuan, Xiaoming ; Zeng, Shangzhi ; Zhang, Jin |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 6, p. 625-630
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| Subject: | Distributionally robust optimization | Discretization method | Primal-dual hybrid gradient | Moment conditions | Wasserstein metric | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2017.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011783059