An improved probability bound for the Approximate S-Lemma

Derinkuyu, K.; Pınar, M. Ç.; Camcı, A.

doi:10.1016/j.orl.2007.02.003

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Author(s)

Derinkuyu, K.

Pınar, M. Ç.

Camcı, A.

Date

2007

Source Title

Operations Research Letters

Print ISSN

0167-6377

Electronic ISSN

1872-7468

Publisher

Elsevier

Volume

Issue

Pages

743 - 746

Language

English

Type

Article

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Abstract

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.