On the expected probability of constraint violation in sampled convex programs

DOI10.1007/s10957-009-9579-3zbMath1177.90316OpenAlexW3177507093MaRDI QIDQ1039379

J. Blot

Publication date: 27 November 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-009-9579-3

zbMATH Keywords

randomized methodsscenario optimizationprobabilistic robustnessrobust convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Semi-infinite programming (90C34)

Related Items (4)

A constraint sampling approach for multi-stage robust optimization ⋮ Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach ⋮ Randomized sampling for large zero-sum games ⋮ Research on probabilistic methods for control system design

Cites Work

• Uncertain convex programs: randomized solutions and confidence levels
• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• Notes on the Scenario Design Approach
• The Scenario Approach to Robust Control Design
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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