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      An improved probability bound for the Approximate S-Lemma

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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
      35
      Issue
      6
      Pages
      743 - 746
      Language
      English
      Type
      Article
      Item Usage Stats
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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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      • Department of Industrial Engineering 733
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