An improved probability bound for the Approximate S-Lemma

Operations Research Letters

Volumn 35, Issue 6, 2007, Pages 743-746

  Derinkuyu, Kürşad ^a   Pinar, Mustafa Ç ^a   Camci, Ahmet ^a  

^a BILKENT UNIVERSITY   (Turkey)

Author keywords

Robust optimization; S Lemma

Indexed keywords

MATRIX ALGEBRA; OPERATIONS RESEARCH; ROBUSTNESS (CONTROL SYSTEMS);

APPROXIMATE ROBUST COUNTERPARTS; APPROXIMATE S-LEMMA; ERROR BOUND; SYMMETRIC MATRICES;

APPROXIMATION THEORY;

EID: 34748853860     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2007.02.003     Document Type: Article

References (2)

1. Ben-Tal A., Nemirovski A., and Roos C. Robust solutions of uncertain quadratic and conic-quadratic problems. SIAM J. Optim. 13 (2002) 535-560
2. S. He, Z.-Q. Luo, J. Nie, S. Zhang, Semidefinite relaxation bounds for indefinite homogeneous quadratic optimization, Technical Report SEEM2007-01, Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, 2007.