Skip to main content

Advertisement

Log in

Best Approximate Solutions of Inconsistent Linear Inequality Systems

  • Published:
Vietnam Journal of Mathematics Aims and scope Submit manuscript

Abstract

This paper is intended to characterize three types of best approximate solutions for inconsistent linear inequality systems with an arbitrary number of constraints. It also gives conditions guaranteeing the existence of best uniform solutions and discusses potential applications.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Amaral, P., Júdice, J., Sherali, H.D.: A reformulation-linearization-convexification algorithm for optimal correction of an inconsistent system of linear constraints. Comput. Oper. Res. 35, 1494–1509 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  2. Ben-Tal, A., El Ghaoui, L., Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)

    Book  MATH  Google Scholar 

  3. Bertsimas, D., Brown, D.B., Caramanis, C.: Theory and applications of robust optimization. SIAM Rev. 53, 464–501 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  4. Cánovas, M.J., López, M.A., Parra, J., Toledo, F.J.: Distance to ill-posedness for linear inequality systems under block perturbations: convex and infinite-dimensional cases. Optimization 60, 925–946 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  5. Contesse, L., Hiriart-Urruty, J.-B., Penot, J.-P.: Least squares solutions of linear inequality systems: a pedestrian approach. RAIRO-Oper. Res. 51, 567–575 (2017)

    Article  MATH  Google Scholar 

  6. Dax, A.: A hybrid algorithm for solving linear inequalities in a least squares sense. Numer. Algorithm 50, 97–114 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  7. Goberna, M.A., Jeyakumar, V., Li, G., Vicente-Pérez, J.: Robust solutions to multi-objective linear programs with uncertain data. Eur. J. Oper. Res. 242, 730–743 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  8. Goberna, M.A., López, M.A.: Linear Semi-Infinite Optimization. Wiley, New York (1998)

    MATH  Google Scholar 

  9. Goberna, M.A., López, M.A.: Post-Optimal Analysis in Linear Semi-Infinite Optimization. Springer, New York (2014)

    Book  MATH  Google Scholar 

  10. Goberna, M.A., López, M.A.: Recent contributions to linear semi-infinite optimization. 4OR 15, 221–264 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  11. Han, S.-P.: Least-Squares Solution of Linear Inequalities. Tech. Rep. TR-2141, Mathematics Research Center, University of Wisconsin-Madison (1980)

  12. Hiriart Urruty, J.-B., Lemaréchal, C.: Convex Analysis and Minimization Algorithms I. Springer, Berlin (1993)

    Book  MATH  Google Scholar 

  13. Ioffe, A.D., Tihomirov, V.M.: Theory of Extremal Problems. North-Holland (1979)

  14. Le, N.D.: Correction of inconsistent systems of linear inequalities with block matrices by minimax criterion (In: Russian). Vestnik Moskov. Univ. Ser. XV Vychisl. Mat. Kibernet 55, 18–25 (2011). translation in Moscow Univ. Comput. Math. Cybern. 35, 167–175 (2011)

    Google Scholar 

  15. Lei, Y.: The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense. Numer. Algorithm 69, 227–251 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  16. Mangasarian, O.L.: Error bounds for inconsistent linear inequalities and programs. Oper. Res. Lett. 15, 187–192 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  17. Mawhin, J.: Analyse: Fondements, Techniques, Évolution (in french). De Boeck Université (1992)

  18. Polyak, B.T.: Sharp Minima Institute of Control Sciences Lecture Notes, Moscow, USSR. Presented at the IIASA Workshop on Generalized Lagrangians and Their Applications, IIASA, Laxenburg, Austria (1979)

  19. Popa, C., Şerban, C.: Han-type algorithms for inconsistent systems of linear inequalities – a unified approach. Appl. Math. Comput. 246, 247–256 (2014)

    MathSciNet  MATH  Google Scholar 

  20. Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)

    Book  MATH  Google Scholar 

  21. Rockafellar, R.T., Wets, R.J.-B.: Variational Analysis. Springer, Berlin (1998)

    Book  MATH  Google Scholar 

Download references

Funding

This work was partially supported by the MINECO of Spain and ERDF of EU, Grant MTM2014-59179-C2-1-P, and by the Australian Research Council, Project DP160100854.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Miguel A. Goberna.

Additional information

To Michel Théra in occasion of his 70th anniversary.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Goberna, M.A., Hiriart-Urruty, JB. & López, M.A. Best Approximate Solutions of Inconsistent Linear Inequality Systems. Vietnam J. Math. 46, 271–284 (2018). https://doi.org/10.1007/s10013-018-0275-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10013-018-0275-1

Keywords

Mathematics Subject Classification (2010)

Navigation