M. Raghavachari, A Linear Programming Proof of Kantorovich's Inequality, The American Statistician, Vol. 40, No. 2 (May, 1986), pp. 136-137 ...

In the paper we consider the chance-constrained version of an affinely perturbed linear matrix inequality (LMI) constraint, assuming the primitive perturbations to be independent with light-tail ...

Constraints: The linear inequalities or restrictions on the variables of an LPP are called constraints. The conditions x ≥ 0, y ≥ 0 are called non-negative constraints.