Optimal Correction of Infeasible Systems in the Second Order Conic Linear Setting
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519.87 (30)
Operational research (OR): mathematical theories and methods (170)
SM ISO690:2012
SALAHI, Maziar. Optimal Correction of Infeasible Systems in the Second Order Conic Linear Setting. In: Computer Science Journal of Moldova, 2011, nr. 1(55), pp. 72-79. ISSN 1561-4042.
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Computer Science Journal of Moldova
Numărul 1(55) / 2011 / ISSN 1561-4042 /ISSNe 2587-4330

Optimal Correction of Infeasible Systems in the Second Order Conic Linear Setting
CZU: 519.87

Pag. 72-79

Salahi Maziar
 
University of Guilan
 
 
Disponibil în IBN: 2 decembrie 2013


Rezumat

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.

Cuvinte-cheie
Second Order Cone Program, Infeasibility, Inte- rior Point Methods.