The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs

DOI10.1137/07069821XzbMath1180.90235OpenAlexW1976466849MaRDI QIDQ3395012

Simone Garatti, Marco C. Campi

Publication date: 20 August 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/07069821x

zbMATH Keywords

convex optimizationsemi-infinite programmingrobust optimizationrandomized methodsuncertain optimizationchance-constrained

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Semi-infinite programming (90C34) Randomized algorithms (68W20)

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