Optimality theorems for robust least squares problems
Abstract
We consider a robust least squares (RLS) problem, which is the robust counterpart of the least squares problem.The uncertainty set for the RLS problem is a compact and convex set.We give optimality theorems for the RLS problem by using the dual approach.We calculate the conjugate function of certain form of distance function.We get an optimality theorem for the RLS problem, which is expressed with the orthogonal spaces of the null spaces and the pseudoinverses of matrices in the uncertainty set.
Fields of Study & Subjects
Advanced Optimization Algorithms Research
Optimization and Variational Analysis
Statistical and numerical algorithms
Publication details
- Journal / source
- Optimization Eruditorum
- Volume
- 3
- Issue
- 1
- Publication date
- 4 March 2026
- Language
- EN