Optimal Correction of Infeasible Systems in the Second Order Conic Linear Setting
In this paper we consider correcting infeasibility in a second order conic linear inequality by minimal changes in the problem data. Under certain conditions, it is proved that the minimal correction can be done by solving a lower dimensional convex problem. Finally, several examples are present...
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| Format: | Article |
| Language: | English |
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Institute of Mathematics and Computer Science of the Academy of Sciences of Moldova
2011-06-01
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| Series: | Computer Science Journal of Moldova |
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| Online Access: | http://www.math.md/files/csjm/v19-n1/v19-n1-(pp72-79).pdf |
| Summary: | In this paper we consider correcting infeasibility in a second order conic linear inequality by minimal changes in the problem data. Under certain conditions, it is proved that the minimal correction can be done by solving a lower dimensional convex problem. Finally, several examples are presented to show the efficiency of the new approach. |
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| ISSN: | 1561-4042 |