An Alternating Iteration Algorithm for a Parameter-Dependent Distributionally Robust Optimization Model
نویسندگان
چکیده
Based on a successive convex programming method, an alternating iteration algorithm is proposed for solving parameter-dependent distributionally robust optimization. Under the Slater-type condition, convergence analysis of obtained. When objective function convex, modified and less-conservative solution Lastly, some numerical tests results are illustrated to show efficiency algorithm.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2022
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math10071175