Scen-Opt: A Scenario Optimization Toolbox for Data-Driven Convex Programming

Excerpt

arXiv:2610.07846v1 Announce Type: cross Abstract: The scenario approach is a well-established statistical framework for data-driven decision-making. In particular, in data-driven optimization, the scenario approach unveils how the problem structure governs out-of-sample generalization, and offers a principled basis for assessing and certifying the reliability of the optimal solution as per constraint satisfaction. Despite its strong theoretical development and wide applicability, no software too