Optimal correction of linear inequalities based on second order conic programming

In this work, we have studied the optimum correction of infeasible linear inequalities through making minimal changes in the right hand side by using second order conic programming. Solving this problem is equal to minimize the nonlinear quadratic functions. In this work, we introduce a method for solving this problem. Also, some randomly generated problems are provided to illustrate the efficiency and validity of our proposed method.

کلیدواژه ها:

Linear Inequalities ، Convex Optimization ، Second Order Conic Programming