Code and Data Repository for First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation

The software and data in this repository are a snapshot of the software and data that were used in the research reported on in the paper 'First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation' (https://doi.org/10.1287/ijoc.2022.0200) by K. Postek and S. Shtern.