"Distributionally robust optimization with matrix moment constraints: ..."

Huifu Xu, Yongchao Liu, Hailin Sun (2018)

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DOI: 10.1007/S10107-017-1143-6

access: open

type: Journal Article

metadata version: 2023-06-26

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Huifu Xu, Yongchao Liu, Hailin Sun:
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. Math. Program. 169(2): 489-529 (2018)

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