Abstract
We present efficiently verifiable sufficient conditions for the validity of specific NP-hard semi-infinite systems of semidefinite and conic quadratic constraints arising in the framework of Robust Convex Programming and demonstrate that these conditions are "tight" up to an absolute constant factor. We discuss applications in Control on the construction of a quadratic Lyapunov function for linear dynamic system under interval uncertainty. © 2003 by Springer Science+ Business Media New York.
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CITATION STYLE
Ben-Tal, A., & Nemirovski, A. (2003). On approximate robust counterparts of uncertain semidefinite and conic quadratic programs. In IFIP Advances in Information and Communication Technology (Vol. 130, pp. 1–22). Springer New York LLC. https://doi.org/10.1007/978-0-387-35699-0_1
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