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https://doi.org/10.1109/cdc.20...
Article . 2012 . Peer-reviewed
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DBLP
Conference object . 2020
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On mixed-integer random convex programs

Authors: Giuseppe Carlo Calafiore; Daniel Lyons; Lorenzo Fagiano;

On mixed-integer random convex programs

Abstract

We consider a class of mixed-integer optimization problems subject to N randomly drawn convex constraints. We provide explicit bounds on the tails of the probability that the optimal solution found under these N constraints will become infeasible for the next random constraint. First, we study constraint sets in general mixed-integer optimization problems, whose continuous counterpart is convex. We prove that the number of support constraints (i.e., constraints whose removal strictly improve the optimal objective) is bounded by a number depending geometrically on the dimension of the decision vector. Next, we use these results to show that the tails of the violation probability are bounded by a binomial distribution. Finally, we apply these bounds to an example of robust truss topology design. The findings in this paper are a first step towards an extension of previous results on continuous random convex programs to the case of problems with mixed-integer decision variables that naturally occur in many real-world applications.

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Italy
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    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Average
Average
Green