Scenario optimization with relaxation: a new tool for design and application to machine learning problems

Marco C. Campi, Simone Garatti. Scenario optimization with relaxation: a new tool for design and application to machine learning problems. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 2463-2468, IEEE, 2020. [doi]

Abstract

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