span class="string">x_nom(n)</span>
    minimize ( norm(A*x_nom - b) )
cvx_end
<span class="comment">%         (reduces to minimizing max{||(A-B)x - b||_2, ||(A+B)x - b||_2}</span>
fprintf(1,<span class="string">'Done! \n'</span>);

<span class="comment">% Case 2: Stochastic robust approximation</span>

fprintf(1,<span class="string">'2) the stochastic robust approximation problem ... '</span>);

P = (1/3)*B'*B;
cvx_begin <span class="string">quiet</span>
    variable <span class="string">x_stoch(n)</span>
