{"paper":{"title":"Uncertainty Partitioning with Probabilistic Feasibility and Performance Guarantees for Chance-Constrained Optimization","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cs.SY","eess.SY"],"primary_cat":"math.OC","authors_text":"Bart De Schutter, Francesco Cordiano, Matin Jafarian","submitted_at":"2025-05-27T09:17:45Z","abstract_excerpt":"We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists of partitioning the uncertainty domain in a user-defined number of sets, enabling more flexibility in the trade-off between conservatism and computational complexity. We provide sufficient conditions to ensure that our approximated problem is feasible for the original stochastic program, in terms of chance constraint satisfaction. In addition, we perform a ri"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2505.20927","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2505.20927/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}