An improved probability bound for the approximate S-lemma

DOI10.1016/j.orl.2007.02.003zbMath1166.60304OpenAlexW1997332715WikidataQ124827917 ScholiaQ124827917MaRDI QIDQ2467445

Ahmet Camcı, Kürşad Derinkuyu, Mustafa Çelebi Pinar

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

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