Robust least squares solution of linear inequalities |
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Authors: | Maziar Salahi |
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Institution: | Department of Mathematics, Faculty of Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran |
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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. |
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