<span class="comment">%      assuming u is uniformly distributed on [-1,1] )</span>
<span class="comment">%      (reduces to minimizing E ||(A+tB)x-b||^2 = ||A*x-b||^2  + x^TPx</span>
<span class="comment">%        where P = E(t^2) B^TB = (1/3) B^TB )</span>
<span class="comment">%   3- worst-case robust approximation:</span>
<span class="comment">%           minimize sup{-1&lt;=u&lt;=1} ||(A+tB)x - b||_2)</span>
<span class="comment">%      (reduces to minimizing max{||(A-B)x - b||_2, ||(A+B)x - b||_2} )</