An improved probability bound for the approximate S-lemma

DOI10.1016/J.ORL.2007.02.003MaRDI QIDQ2467445zbMATH OpenOpenAlexWikidataFDO

Authors Kürşad Derinkuyu, Ahmet Camcı, Mustafa Ç. Pınar

Publication date 21 January 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11693/23340

zbMATH Keywords

robust optimizationS-lemma

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Distribution theory (60E99)

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Cites work

• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• Semidefinite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization

Cited in

(4)

• On the S-procedure and some variants
• A new series of conjectures and open questions in optimization and matrix analysis
• A note on random signs
• A counter-example to a conjecture of Ben-Tal, Nemirovski and Roos

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