An improved probability bound for the Approximate S-Lemma
Date
2007Source Title
Operations Research Letters
Print ISSN
0167-6377
Electronic ISSN
1872-7468
Publisher
Elsevier
Volume
35
Issue
6
Pages
743 - 746
Language
English
Type
ArticleItem Usage Stats
197
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172
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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.