A Primal-Dual Lifting Scheme for Two-Stage Robust Optimization.
Angelos GeorghiouAngelos TsoukalasWolfram WiesemannPublished in: Oper. Res. (2020)
Keyphrases
- robust optimization
- primal dual
- lifting scheme
- semidefinite programming
- linear programming
- multiresolution
- wavelet transform
- mathematical programming
- image compression
- filter bank
- convex optimization
- linear program
- discrete wavelet transform
- approximation algorithms
- lossless compression
- convergence rate
- simplex algorithm
- algorithm for linear programming
- wavelet packet
- subband
- wavelet filters
- multiscale
- radial basis function
- wavelet coefficients
- np hard
- evolutionary algorithm
- feature extraction