Primal-dual hybrid gradient method for distributionally robust optimization problems.
Yongchao LiuXiaoming YuanShangzhi ZengJin ZhangPublished in: Oper. Res. Lett. (2017)
Keyphrases
- robust optimization
- semidefinite programming
- primal dual
- gradient method
- mathematical programming
- convergence rate
- linear programming
- stochastic programming
- lot sizing
- linear programming problems
- simplex algorithm
- image processing
- decision theory
- optimization methods
- approximation algorithms
- convex optimization
- linear program
- multiresolution
- high dimensional