Sampling-free enforcement of non-gaussian chance constraints via fourier transforms.
Abraham P. VinodVignesh SivaramakrishnanMeeko M. K. OishiPublished in: SNR (2019)
Keyphrases
- fourier transform
- chance constraints
- frequency domain
- chance constrained
- signal processing
- robust optimization
- fourier domain
- non stationary
- fourier analysis
- correlation function
- spatial domain
- log polar
- fast fourier transform
- high dimensional data
- stochastic programming
- polar coordinates
- convex optimization
- neural network