Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1709880 | Applied Mathematics Letters | 2010 | 4 Pages |
Abstract
Least squares solution of linear inequalities appears in many disciplines such as linear separability problems and inconsistency correction. In this paper we consider this problem with uncertainty in its data. Then we prove that its robust counterpart is equivalent to a second order conic linear optimization problem, which can be efficiently solved using interior point methods.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Maziar Salahi,