Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
Crossref DOI link: https://doi.org/10.1007/s10107-017-1143-6
Published Online: 2017-04-12
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xu, Huifu
Liu, Yongchao
Sun, Hailin
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (EP/M003191/1)
License valid from 2017-04-12