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• W2009369546 abstract "Sequential randomized algorithms are considered for robust convex optimization which minimizes a linear objective function subject to a parameter dependent convex constraint. Employing convex optimization and random sampling of parameter, these algorithms enable us to obtain a suboptimal solution within reasonable computational time. The suboptimal solution is feasible in a probabilistic sense and the suboptimal value belongs to an interval which contains the optimal value. The maximum of the interval is the optimal value of the robust convex optimization plus a specified tolerance. On the other hand, its minimum is the optimal value of the chance constrained optimization which is a probabilistic relaxation of the robust convex optimization, with high probability." @default.
• W2009369546 created "2016-06-24" @default.
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• W2009369546 date "2015-12-01" @default.
• W2009369546 modified "2023-09-30" @default.
• W2009369546 title "Sequential Randomized Algorithms for Robust Convex Optimization" @default.
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• W2009369546 doi "https://doi.org/10.1109/tac.2015.2423871" @default.
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