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Saddle point approximation approaches for two-stage robust optimization problems - MaRDI portal

Saddle point approximation approaches for two-stage robust optimization problems (Q2022185)

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scientific article; zbMATH DE number 7340614
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Saddle point approximation approaches for two-stage robust optimization problems
scientific article; zbMATH DE number 7340614

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    Saddle point approximation approaches for two-stage robust optimization problems (English)
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    28 April 2021
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    two-stage robust optimization
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    randomized approach
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    piecewise linear decision rule
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    saddle point problem
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    mirror descent algorithm
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