function sys = probability(c) % PROBABILITY Create basis for chance constraint % % EXAMPLE: % The following example computes the largest value t such that the % probability that a zero mean unit variance of a Gaussian variable is % larger than t, is larger than 0.9 % % w = sdpvar(1,1); % t = sdpvar(1); % Model = [probability(a >= t) >= 0.9,uncertain(a,'normal',0,eye(1))]; % solvesdp(derandomize(Model),-t) if isa(c,'constraint') | isa(c,'lmi') if ~is(c,'elementwise') error('Probability constraints only applicable to single elementwise constraints'); else sys.Constraint = c; sys = class(sys,'probability'); end else error('Probability constraints only applicable to single elementwise constraints'); end