Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls.
Grani Adiwena HanasusantoDaniel KuhnPublished in: Oper. Res. (2018)
Keyphrases
- linear program
- stochastic programming
- linear programming
- conic programming
- semi infinite
- simplex method
- robust optimization
- extreme points
- dynamic programming
- linear programming problems
- multistage stochastic
- primal dual
- linear inequalities
- column generation
- multistage
- optimal solution
- mixed integer
- objective function
- mixed integer linear program
- inventory routing
- market equilibrium
- simplex algorithm
- interior point
- np hard
- interior point methods
- integer program
- integer programming
- metaheuristic