An improved probability bound for the Approximate S-Lemma

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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.

Kürsad Derinkuyu, Mustafa Ç. Pinar, Ah

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Approximate Robust Counterparts | Approximate S-Lemma | ORL 2007 | Symmetric Matrices |

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Added	27 Dec 2010
Updated	27 Dec 2010
Type	Journal
Year	2007
Where	ORL
Authors	Kürsad Derinkuyu, Mustafa Ç. Pinar, Ahmet Camci

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An improved probability bound for the Approximate S-Lemma

Approximate Robust Counterparts | Approximate S-Lemma | ORL 2007 | Symmetric Matrices |

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