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