\section{Conclusion}
\label{conclusion}
Our approach reformulates uncertain black-box
constraints, modeled by warped Gaussian processes,
into deterministic constraints guaranteed to hold with a given confidence.
We achieve this deterministic
reformulation of chance constraints by constructing confidence
ellipsoids and utilizing Wolfe duality.
We show that this approach allows the solution conservatism to be
controlled by a sensible confidence probability choice.
This could be especially useful in safety-critical settings
where constraint violations should be avoided.
{"config": "arxiv", "file": "2006.08222/conclusion.tex"}