Saddle point approximation approaches for two-stage robust optimization problems

DOI10.1007/s10898-019-00836-4zbMath1465.90058OpenAlexW2979472316WikidataQ127066716 ScholiaQ127066716MaRDI QIDQ2022185

Ning Zhang, Chang Fang

Publication date: 28 April 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-019-00836-4

zbMATH Keywords

saddle point problemmirror descent algorithmtwo-stage robust optimizationrandomized approachpiecewise linear decision rule

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)

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