Yongchao Liu, Xiaoming Yuan, Shangzhi Zeng, Jin Zhang. Primal-dual hybrid gradient method for distributionally robust optimization problems. Oper. Res. Lett., 45(6):625-630, 2017. [doi]
@article{LiuYZZ17-0,
title = {Primal-dual hybrid gradient method for distributionally robust optimization problems},
author = {Yongchao Liu and Xiaoming Yuan and Shangzhi Zeng and Jin Zhang},
year = {2017},
doi = {10.1016/j.orl.2017.10.001},
url = {https://doi.org/10.1016/j.orl.2017.10.001},
researchr = {https://researchr.org/publication/LiuYZZ17-0},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {45},
number = {6},
pages = {625-630},
}