摘要
In this paper, we discuss complex convex quadratically constrained optimization with uncertain data. Using S-Lemma, we show that the robust counterpart of complex convex quadratically constrained optimization with ellipsoidal or intersection-of-two-ellipsoids uncertainty set leads to a complex semidefinite program. By exploring the approximate S-Lemma, we give a complex semidefinite program which approximates the NP-hard robust counterpart of complex convex quadratic optimization with intersection-of-ellipsoids uncertainty set.
In this paper, we discuss complex convex quadratically constrained optimization with uncertain data. Using S-Lemma, we show that the robust counterpart of complex convex quadratically constrained optimization with ellipsoidal or intersection-of-two-ellipsoids uncertainty set leads to a complex semidefinite program. By exploring the approximate S-Lemma, we give a complex semidefinite program which approximates the NP-hard robust counterpart of complex convex quadratic optimization with intersection-of-ellipsoids uncertainty set.
基金
NsF of China (Grant No.60773185,10401038)
Program for Beijing Excellent Talents and NSF of China (Grant No.10571134)
the Natural Science Foundation of Tianjin (Grant No.07JCYBJC05200)
