Li, Guoyin; Ma, Alfred; Pong, Ting - In: Computational Optimization and Applications 58 (2014) 2, pp. 347-379
In this paper, we consider a least square semidefinite programming problem under ellipsoidal data uncertainty. We show that the robustification of this uncertain problem can be reformulated as a semidefinite linear programming problem with an additional second-order cone constraint. We then...
