Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints

DOI10.1016/j.automatica.2022.110601OpenAlexW4315701245MaRDI QIDQ2683215

Kostas Margellos, Antonis Papachristodoulou, Licio Romao

Publication date: 3 February 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110601

zbMATH Keywords

randomized algorithmssampling-and-discardingscenario approach theoryuncertain optimization problems

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

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• Random Convex Programs
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• Scenario Min-Max Optimization and the Risk of Empirical Costs
• Introduction to the Scenario Approach
• Randomized Strategies for Probabilistic Solutions of Uncertain Feasibility and Optimization Problems
• The Scenario Approach to Robust Control Design
• Repetitive Scenario Design

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