An improved probability bound for the Approximate S-Lemma
Date
2007
Authors
Derinkuyu, K.
Pınar, M. Ç.
Camcı, A.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
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
Journal Title
Journal ISSN
Volume Title
Series
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.