Second Order Cone Program, Infeasibility, Interior Point Methods.
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.
Department of Applied Mathematics,
Faculty of Mathematical Sciences,
University of Guilan, Rasht, Iran
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