Robust Solutions of Uncertain Complex-valued Quadratically Constrained Programs

In this paper,we discuss complex convex quadratically constrained optimization withuncertain data.Using S-Lemma,we show that the robust counterpart of complex convex quadraticallyconstrained optimization with ellipsoidal or intersection-of-two-ellipsoids uncertainty set leads to acomplex semidefinite program.By exploring the approximate S-Lemma,we give a complex semidefiniteprogram which approximates the NP-hard robust counterpart of complex convex quadratic optimizationwith intersection-of-ellipsoids uncertainty set.