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Scenario Optimization with Constraint Relaxation in a Non-Convex Setup: A Flexible and General Framework for Data-Driven Design.
Simone Garatti
Marco C. Campi
Published in:
CDC (2023)
Keyphrases
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data driven
risk minimization
design principles
conceptual framework
special case
constraint relaxation
genetic algorithm
lower bound
probabilistic model
optimization problems
optimal design
np complete
design process
convex optimization