Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats

DOI10.1137/19M1271026zbMath1441.90114arXiv1906.01476OpenAlexW3016879310MaRDI QIDQ5107211

Mishal Assif, Debasish Chatterjee, Ravi N. Banavar

Publication date: 17 April 2020

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

Full work available at URL: https://arxiv.org/abs/1906.01476

zbMATH Keywords

robust optimizationscenario approachnonconvex programs

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59) Robustness in mathematical programming (90C17)

Related Items (1)

Near-optimal solutions of convex semi-infinite programs via targeted sampling

Cites Work

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• The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
• Learning Theory
• A General Scenario Theory for Nonconvex Optimization and Decision Making
• Consistency of the Scenario Approach
• Random Sampling of Multivariate Trigonometric Polynomials
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• The Scenario Approach to Robust Control Design
• Real Analysis

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