Ellipsoid
An ellipsoid is defined as
$$\mathcal{E} := \bigg\{ x\in\mathbb{R}^n \, \bigg| \, l^T x \leq l^T q + \sqrt{l^T Q l},\, \forall l\in\mathbb{R}^n \bigg\}. $$
Ellipsoids are compact and convex sets.
More information in Section 2.2.1.3 in the CORA manual.