On the S-procedure and some variants
Date
2006Journal Title
Mathematical Methods of Operations Research
Print ISSN
1432-2994
Electronic ISSN
1432-5217
Publisher
Springer
Volume
64
Issue
1
Pages
55 - 77
Language
English
Type
ArticleItem Usage Stats
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Show full item recordAbstract
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.