Article ID: | iaor20071547 |
Country: | United States |
Volume: | 28 |
Issue: | 3 |
Start Page Number: | 497 |
End Page Number: | 523 |
Publication Date: | Aug 2003 |
Journal: | Mathematics of Operations Research |
Authors: | Ben-Tal Aharon, Nemirovski Arkadi, Roos Cornelis |
In this paper, we study semi-infinite systems of Linear Matrix Inequalities which are generically NP-hard. For these systems, we introduce computationally tractable approximations and derive quantitative guarantees of their quality. As applications, we discuss the problem of maximizing a Hermitian quadratic form over the complex unit cube and the problem of bounding the complex structured singular value. With the help of our complex Matrix Cube Theorem we demonstrate that the standard scaling upper bound on μ(