Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints
Discarding constraints in scenario optimization, a technique known as the sampling-and-discarding scheme, allows the decision maker to trade feasibility to performance. Recently, a removal scheme with a less conservative bound on the constraint violation probability of the final decision has been pr...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2023
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