4 papers
Scenario theory for multi-criteria data-driven decision making
Simone Garatti, Lucrezia Manieri, Alessandro Falsone +3
The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, howeve…
Robustness certificates in data-driven non-convex optimization with additively-uncertain constraints
Alexander J Gallo, Massimiliano Zoggia, Alessandro Falsone +2
We consider decision-making problems that are formulated as non-convex optimization programs where uncertainty enters the constraints through an additive term, independent of the d…
Finite sample learning of moving targets
Nikolaus Vertovec, Kostas Margellos, Maria Prandini
We consider a moving target that we seek to learn from samples. Our results extend randomized techniques developed in control and optimization for a constant target to the case whe…
DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint
Lucrezia Manieri, Alessandro Falsone, Maria Prandini
This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual…