# Computes Chernoff upper bounds on probability

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    function prob = cher( A, b, Sigma );

    % Computes a bound on the probability that a Gaussian random vector
    % N(0,Sigma) satisfies A x <= b, by solving a QP
    %

    [ m, n ] = size( A );
    cvx_begin quiet
        variable u( m )
        minimize( b' * u + 0.5 * sum_square( chol( Sigma ) * A' * u ) )
        subject to
            u >= 0;
    cvx_end
    prob = exp( cvx_optval );