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Data-Driven Performance Guarantees for Parametric Optimization Problems

Published in ArXiv.org • Jun 30, 2025
NobleIDNI9P59W17R13S90
Authors:
Jingyi Huang
,
Paul J. Goulart
,
Kostas Margellos

Abstract

We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to characterize the worst-case number of iterations required to achieve ...

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