ROBUST OPTIMIZATION PROBLEM FOR LINEAR POLYHEDRAL CONE CONSTRAINED DISTRIBUTION ON KL-DIVERGENCE (Q5215103)
From MaRDI portal
scientific article; zbMATH DE number 7163751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST OPTIMIZATION PROBLEM FOR LINEAR POLYHEDRAL CONE CONSTRAINED DISTRIBUTION ON KL-DIVERGENCE |
scientific article; zbMATH DE number 7163751 |
Statements
ROBUST OPTIMIZATION PROBLEM FOR LINEAR POLYHEDRAL CONE CONSTRAINED DISTRIBUTION ON KL-DIVERGENCE (English)
0 references
6 February 2020
0 references
\(KL\)-divergence
0 references
distributed robust optimization
0 references
cone constraint
0 references
cutting-plane method
0 references
