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...
| Prif Awduron: | , , |
|---|---|
| Fformat: | Journal article |
| Iaith: | English |
| Cyhoeddwyd: |
Elsevier
2023
|