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Probabilistic cutting plane technique based on maximum volume ellipsoid center
By: Fujisaki, Y.; Wada, T.;
2009 / IEEE / 978-1-4244-3871-6
This item was taken from the IEEE Conference ' Probabilistic cutting plane technique based on maximum volume ellipsoid center ' This paper presents a probabilistic cutting plane technique for solving a robust feasibility problem which is to find a solution satisfying a parameter-dependent convex constraint for all possible parameter values. The proposed algorithm employs random samples of the parameter and maximum volume ellipsoid centers of candidates of the solution set. It is shown that the numbers of updates and random samples are polynomials of the problem size. The algorithm is also extended for solving a robust optimization problem.
Robust Optimization Problem
Probabilistic Cutting Plane Technique
Maximum Volume Ellipsoid Center
Robust Feasibility Problem
Control System Synthesis
Parameter-dependent Convex Constraint