Robust 𝒍𝟏 and 𝒍∞ Solutions of Linear Inequalities

Authors

Maziar Salahi, University of Guilan

Abstract

Infeasible linear inequalities appear in many disciplines. In this paper we investigate the 𝑙₁ and 𝑙_∞ solutions of such systems in the presence of uncertainties in the problem data. We give equivalent linear programming formulations for the robust problems. Finally, several illustrative numerical examples using the cvx software package are solved showing the importance of the robust model in the presence of uncertainties in the problem data.

Recommended Citation

Salahi, Maziar (2011). Robust 𝒍𝟏 and 𝒍∞ Solutions of Linear Inequalities, Applications and Applied Mathematics: An International Journal (AAM), Vol. 6, Iss. 2, Article 9.
Available at: https://digitalcommons.pvamu.edu/aam/vol6/iss2/9