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A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization - MaRDI portal

A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization (Q6568949)

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scientific article; zbMATH DE number 7878111
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English
A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
scientific article; zbMATH DE number 7878111

    Statements

    A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization (English)
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    8 July 2024
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    adjustable robust optimization
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    Fenchel duality
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    biconvex programming
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    perspective function
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    alternating method
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    cutting plane methods
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