On approximate robust counterparts of uncertain semidefinite and conic quadratic programs

被引：0
|
作者：
Ben-Tal, A [1 ]
Nemirovski, A [1 ]
机构：
[1] Technion Israel Inst Technol, Fac Ind Engn & Management, IL-32000 Haifa, Israel
来源：
SYSTEM MODELING AND OPTIMIZATION XX | 2003年 / 130卷
关键词：
D O I：
暂无
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
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页码：1 / 22
页数：22
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