On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs
نویسندگان
چکیده
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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