Optimal Error Correction and Methods of Feasible Directions

Saeed Ketabchi () and Hossein Moosaei ()
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Saeed Ketabchi: University of Guilan
Hossein Moosaei: University of Guilan

Journal of Optimization Theory and Applications, 2012, vol. 154, issue 1, No 13, 209-216

Abstract: Abstract The main objective of this study is to discuss the optimum correction of linear inequality systems and absolute value equations (AVE). In this work, a simple and efficient feasible direction method will be provided for solving two fractional nonconvex minimization problems that result from the optimal correction of a linear system. We will show that, in some special-but frequently encountered-cases, we can solve convex optimization problems instead of not-necessarily-convex fractional problems. And, by using the method of feasible directions, we solve the optimal correction problem. Some examples are provided to illustrate the efficiency and validity of the proposed method.

Keywords: Absolute value equations; Convex optimization problem; Feasible directions; Fractional quadratic problem (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-012-0009-6

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