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math.OC2025
On Solving Chance-Constrained Models with Gaussian Mixture Distribution
Shibshankar Dey, Sanjay Mehrotra, Anirudh Subramanyam
We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer appr…
math.OC2024
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
Jaeseok Choi, Anand Deo, Constantino Lagoa +1
The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability…