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

Autor:	Ravi N. Banavar, P K Mishal Assif, Debasish Chatterjee
Rok vydání:	2020
Předmět:	Independent and identically distributed random variables Mathematical optimization Optimization problem Emphasis (telecommunications) Probabilistic logic Sampling (statistics) Robust optimization Minimax Software Theoretical Computer Science Mathematics
Zdroj:	SIAM Journal on Optimization. 30:1119-1143
ISSN:	1095-7189 1052-6234
DOI:	10.1137/19m1271026
Popis:	We treat the so-called scenario approach, a popular probabilistic approximation method for robust minmax optimization problems via independent and identically distributed (i.i.d.) sampling from the...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::887ed7001c2e2a6218fcc57730b13689 https://doi.org/10.1137/19m1271026 Zobrazit plný text záznamu