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IMI/Publicaţii/CSJM/Ediţii/CSJM v.19, n.1 (55), 2011/

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

Authors: Maziar Salahi
Keywords: Second Order Cone Program, Infeasibility, Interior Point Methods.

Abstract

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
E-mail: ,



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