ed Solution:</span>
<span class="comment">%           minimize ||A0*x - b||_2 + delta*||x||_2</span>
<span class="comment">%      for some delta (in this case we set delta = 0.1)</span>
<span class="comment">%   3- worst-case robust approximation:</span>
<span class="comment">%           minimize sup{||u||_2 &lt;= 1} ||(A0 + u1*A1 + u2*A2)x - b||_2)</span>
<span class="comment">%      (reduces to solving an SDP, see pages 323-324 in the book)</span>

m = 50;
n = 20;
randn(<span class="string">'state'</span>