Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization

J. A. De Loera, R. N. La Haye, D. Oliveros +1

The scenario approach developed by Calafiore and Campi to attack chance-constrained convex programs utilizes random sampling on the uncertainty parameter to substitute the original…