This is the code used to generate the results in a recent paper titled "Data-Driven Scenario Optimization for Automated Controller Tuning with Probabilistic Performance Guarantees". The paper is under review at IEEE Control Systems Letters and has been uploaded to arxiv (https://arxiv.org/abs/2011.07445). If you use this code in your research, please cite this paper.
Note that CasADi (https://web.casadi.org) and the bayesopt function (https://www.mathworks.com/help/stats/bayesopt.html), which is a part of the Statistics and Machine Learning Toolbox in Matlab, must be installed in order for this code to run properly.