A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

Sanjay Mehrotra, Dávid Papp. A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization. SIAM Journal on Optimization, 24(4):1670-1697, 2014. [doi]

Abstract

Abstract is missing.