Primal–dual hybrid gradient method for distributionally...

Operations Research Letters 2017 / 11 Vol. 45; Iss. 6

Primal–dual hybrid gradient method for distributionally robust optimization problems

Liu, Yongchao, Yuan, Xiaoming, Zeng, Shangzhi, Zhang, Jin
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Volume:
45
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2017.10.001
Date:
November, 2017
File:
PDF, 561 KB
english, 2017
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