Dears
I want to ask whether CVX can handle optimization with uncertain parameters??? what are the optimization methods that can handle uncertainty and supported by CVX??
Regards
any response?
No, CVX does not handle uncertainty in any way. All parameters must be precisely specified.
Of course, many robust optimization problems and other optimization problems under uncertainty can be transformed into convex optimization problems; and still others can be approximated using convex optimization. But CVX doesn’t do any of that transformation work itself.