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...

Täydet tiedot

Bibliografiset tiedot

Päätekijät:	Shuang Lin, Jie Zhang, Nan Shi
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	MDPI AG 2022-04-01
Sarja:	Mathematics
Aiheet:	distributionally robust optimization alternating iteration algorithm convergence analysis
Linkit:	https://www.mdpi.com/2227-7390/10/7/1175
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!