Calculating Radius of Robust Feasibility of Uncertain Linear Conic Programs via Semi-definite Programs

The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees an uncertain linear conic program. This determines when feasible is non-empty. Otherwise, counterpart program not well defined as optimization problem. In this paper, we address key fundamental question optimization: How to compute programs, including programs? We first provide computable lower and upper bounds general programs under commonly used ball set. then important classes where are calculated by finding optimal values related semi-definite among them second-order cone support vector machine problems. case program, exact formula allows us calculate associated