Primal worst and dual best in robust vector optimization.

Elisa Caprari Lorenzo Cerboni Baiardi Elena Molho

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

dual variables
primal dual
algorithm for linear programming
dual formulation
optimization process
optimization problems
parameter tuning
duality gap
robust optimization
support vector
global optimization
optimization method
robust estimation
objective function
discrete optimization
least squares
special case