Browsing by Subject "Least squares problems"

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    Linear huber M-estimator under ellipsoidal data uncertainty
    (Springer, 2002) Pınar, M. Ç.
    The purpose of this note is to present a robust counterpart of the Huber estimation problem in the sense of Ben-Tal and Nemirovski when the data elements are subject to ellipsoidal uncertainty. The robust counterparts are polynomially solvable second-order cone programs with the strong duality property. We illustrate the effectiveness of the robust counterpart approach on a numerical example.