On the expected probability of constraint violation in sampled convex programs

Journal of Optimization Theory and Applications

Volumn 143, Issue 2, 2009, Pages 405-412

  Calafiore, G C ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

Constraint violation probability; Probabilistic robustness; Randomized methods; Robust convex optimization; Sampled convex programs; Scenario optimization; Semi infinite programming

Indexed keywords

CONVEX OPTIMIZATION;

CONSTRAINT VIOLATION; CONSTRAINT VIOLATION PROBABILITY; CONVEX PROGRAMS; PROBABILISTIC ROBUSTNESS; RANDOMIZED METHOD; ROBUST CONVEX OPTIMIZATION; SAMPLED CONVEX PROGRAM; SCENARIO OPTIMIZATIONS; SEMI INFINITE PROGRAMMING; VIOLATION PROBABILITY;

PROBABILITY;

EID: 70350141753     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-009-9579-3     Document Type: Article

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