Robust solutions to uncertain weighted least squares problems

Mathematical Communications

Wang, Lei²  Huang, Nan-jing¹ 

[1] Department of Mathematics, Sichuan University, Chengdu, Sichuan, P. R. China;Department of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, Sichuan, P. R. China

关键词: robust optimization;    weighted least squares problems;    robust counterpart;    convex programming;   

DOI  :  

学科分类：社会科学、人文和艺术（综合）

来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics

【 摘 要 】

Robustoptimizationisarapidlydevelopingmethodologyforhandlingoptimizationproblemsaffectedbynon-stochasticuncertain-but-boundeddataperturbations.Inthispaper,weconsidertheweightedleastsquaresproblemswherethe...

【 授权许可】

Unknown