A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization (Q5245362)
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scientific article; zbMATH DE number 6423409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization |
scientific article; zbMATH DE number 6423409 |
Statements
A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization (English)
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8 April 2015
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semi-infinite programming
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robust optimization
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distributionally robust optimization
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stochastic programming
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moment matching
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column generation
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cutting surface methods
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cutting plane methods
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moment problem
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