Browsing by Keywords "S-Lemma"
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(Elsevier, 2007)The purpose of this note is to give a probability bound on symmetric matrices to improve an error bound in the Approximate S-Lemma used in establishing levels of conservatism results for approximate robust counterparts.
(Springer, 2006)We give a concise review and extension of S-procedure that is an instrumental tool in control theory and robust optimization analysis. We also discuss the approximate S-Lemma as well as its applications in robust optimization.