Scenario min-max optimization and the risk of empirical costs

A Carè, S Garatti, MC Campi - SIAM Journal on Optimization, 2015 - SIAM
We consider convex optimization problems in the presence of stochastic uncertainty. The
min-max sample-based solution is the solution obtained by minimizing the max of the cost …

FAST—Fast algorithm for the scenario technique

A Carè, S Garatti, MC Campi - Operations Research, 2014 - pubsonline.informs.org
The scenario approach is a recently introduced method to obtain feasible solutions to
chance-constrained optimization problems based on random sampling. It has been noted …

On optimizations with magnitude constraints on frequency or angular responses

J Liang, HC So, J Li, A Farina, D Zhou - Signal Processing, 2018 - Elsevier
We consider optimization problems with nonconvex magnitude constraints on frequency or
angular responses encountered in many signal processing problems. To provide a solution …

Evolutionary tuning of filters coefficients for binaural audio equalization

G Pepe, L Gabrielli, S Squartini, L Cattani - Applied Acoustics, 2020 - Elsevier
This paper presents a novel multichannel audio equalization technique based on
evolutionary computation algorithms for tuning the filters coefficients. Specifically, two …

Design of digital synthesis filters for hybrid filter bank A/D converters using semidefinite programming

W Wang, ZJ Zhang - Journal of networks, 2014 - search.proquest.com
Hybrid filter bank (HFB) analog-to-digital systems permit wideband, high frequency
conversion. This paper presents mixed norm optimal design of digital synthesis filters of a …

FAST: an algorithm for the scenario approach with reduced sample complexity

A Care, S Garatti, MC Campi - IFAC Proceedings Volumes, 2011 - Elsevier
In previous contributions, Calafiore and Campi (2006) and Campi et al.(2009b), it has been
shown that the scenario approach is a handy methodology to design control systems having …

[HTML][HTML] Energy-efficient resource allocation in multi-carrier digital subscriber lines

M Wolkerstorfer - 2012 - repositum.tuwien.at
Digital subscriber lines (DSL) are one of the major current broadband access technologies,
with a penetration of over 300 million DSL subscribers world-wide. Besides an increasing …

Empirical cost distribution: a scenario approach to the construction of probability boxes with application to channel equalization

A Carè, S Garatti, MC Campi - 2014 European Control …, 2014 - ieeexplore.ieee.org
Based on recent results on randomized min-max convex problems, we present a technique
for building probability boxes that envelop the probability distribution of the costs incurred by …

[PDF][PDF] Data-Based Optimization for Applications to Decision-Making, Identification and Control

In this work we provide new theoretical results fit for use by decision-makers called to cope
with uncertainty. We will focus on single-objective decision problems where a cost function …

Second order cone optimized underwater acoustic channel frequency domain equalization

L Zhang, C Tang, C He, J Huang - 2012 IEEE International …, 2012 - ieeexplore.ieee.org
Underwater acoustic channel is assumed to be one of the most challenging communication
channels because of its variable multipath effect. To reduce the receiver complexity, we …