An improved probability bound for the Approximate S-Lemma

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Author
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
35
Issue
6
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.
Keywords
Robust optimization
S-Lemma
Permalink
http://hdl.handle.net/11693/23340
Published Version (Please cite this version)
http://dx.doi.org/10.1016/j.orl.2007.02.003
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