scientific article; zbMATH DE number 1058091

MaRDI QIDQ4353201zbMATH OpenFDO

Authors

Publication date 22 January 1998

zbMATH Keywords

convex optimizationill-conditioned problemsleast squares problemsoverdetermined systemsrobust solutionssmallest worst-case residual erroruncertain data

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(23)

• Robust constrained receding-horizon predictive control via bounded data uncertainties
• Robust counterparts of errors-in-variables problems
• A uniqueness result concerning a robust regularized least-squares solution
• On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling
• Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
• A robust method based on LOVO functions for solving least squares problems
• Frameworks and results in distributionally robust optimization
• Robust approaches to \(N\)-leaching under uncertainties
• Robust and stable predictive control with bounded uncertainties
• Near optimal solutions to least-squares problems with stochastic uncertainty
• A regularized robust design criterion for uncertain data
• Models and algorithms for distributionally robust least squares problems
• Robust Solutions to Least-Squares Problems with Uncertain Data
• scientific article; zbMATH DE number 1748554 (Why is no real title available?)
• Structured Least Squares Problems and Robust Estimators
• Cutting plane method for distributionally robust least squares problems
• Robust solutions to uncertain weighted least squares problems
• Chance constraint programming problems with parameters as exponential random variable
• Near optimal solutions to least-squares problems with stochastic uncertainty
• Regularization tools and robust optimization for ill-conditioned least squares problem: A computational comparison
• Robust least squares solution of linear inequalities
• General robust-optimization formulation for nonlinear programming
• Parameter estimation with expected and residual-at-risk criteria

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