An Alternating Iteration Algorithm for a Parameter-Dependent Distributionally Robust Optimization Model
Based on a successive convex programming method, an alternating iteration algorithm is proposed for solving a parameter-dependent distributionally robust optimization. Under the Slater-type condition, the convergence analysis of the algorithm is obtained. When the objective function is convex, a mod...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
MDPI AG
2022-04-01
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| Серія: | Mathematics |
| Предмети: | |
| Онлайн доступ: | https://www.mdpi.com/2227-7390/10/7/1175 |
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