    minimize (  square_pos(norm(A*x_stoch - b)) + quad_form(x_stoch,P) )
cvx_end

fprintf(1,<span class="string">'Done! \n'</span>);

<span class="comment">% Case 3: Worst-case robust approximation</span>

fprintf(1,<span class="string">'3) the worst-case robust approximation problem ... '</span>);

cvx_begin <span class="string">quiet</span>
    variable <span class="string">x_wc(n)</span>
    minimize ( max( norm((A-B)*x_wc - b), norm((A+B)*x_wc - b) ) )
cvx_end

fprintf(1,<span class="string">'Done! \n'<