collaborators

1 paper

math.OC2025

A Cutting-plane and Benders' Decomposition Algorithm for Two-Stage Distributionally Robust Convex programs

Fengqiao Luo, Shibshankar Dey, Sanjay Mehrotra

We present a finitely convergent cutting-plane algorithm for solving a general mixed-integer convex program given an oracle for solving a general convex program. This method is ext…