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An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs

Published Online: 2026-04-25

Authors

Luxenberg, Eric

Pérez-Piñeiro, David

Diamond, Steven

Boyd, Stephen
Funding

Funding for this research was provided by:

Norges Forskningsråd (257632)
License Information

Text and Data Mining valid from 2026-04-25

Version of Record valid from 2026-04-25
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Article History

Received: 26 May 2025

Revised: 5 March 2026

Accepted: 7 March 2026

First Online: 25 April 2026

Document is current