μ with linear cuts: upper bound computation

Three methods for computing the μ upper bound when linear cuts are performed on the uncertainty set are described. One of them is based on the computation of spherical μ, one involves the construction of an implicit system to implement the linear constraints, and the other reformulates the problem into a higher dimensional one such that the standard μ upper bound computation can be used. The quality and computational complexity of each method is discussed. Exact bounds are achieved for rank-one problems with all the methods. Comparison of the three approaches for general random matrices is given through numerical examples