Second-Order Conic Programming Approach for Wasserstein Distributionally Robust Two-Stage Linear Programs.
Zhuolin WangKeyou YouShiji SongYuli ZhangPublished in: IEEE Trans Autom. Sci. Eng. (2022)
Keyphrases
- linear program
- stochastic programming
- linear programming
- conic programming
- optimal solution
- semi infinite
- robust optimization
- mixed integer
- simplex method
- column generation
- dynamic programming
- interior point methods
- primal dual
- multistage stochastic
- mixed integer linear program
- objective function
- linear programming problems
- np hard
- interior point
- extreme points
- pointwise
- metaheuristic