Linear huber M-estimator under ellipsoidal data uncertainty
| dc.citation.epage | 866 | en_US |
| dc.citation.issueNumber | 4 | en_US |
| dc.citation.spage | 856 | en_US |
| dc.citation.volumeNumber | 42 | en_US |
| dc.contributor.author | Pınar, M. Ç. | en_US |
| dc.date.accessioned | 2016-02-08T10:31:18Z | |
| dc.date.available | 2016-02-08T10:31:18Z | |
| dc.date.issued | 2002 | en_US |
| dc.department | Department of Industrial Engineering | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.doi | 10.1023/A:1021960722440 | en_US |
| dc.identifier.issn | 0006-3835 | |
| dc.identifier.uri | http://hdl.handle.net/11693/24573 | |
| dc.language.iso | English | en_US |
| dc.publisher | Springer | en_US |
| dc.relation.isversionof | https://link.springer.com/article/10.1023%2FA%3A1021960722440 | en_US |
| dc.source.title | BIT Numerical Mathematics | en_US |
| dc.subject | Data fitting | en_US |
| dc.subject | Huber's M-estimator | en_US |
| dc.subject | Least squares problems | en_US |
| dc.subject | Robustness | en_US |
| dc.subject | Second-order cone programming | en_US |
| dc.title | Linear huber M-estimator under ellipsoidal data uncertainty | en_US |
| dc.type | Article | en_US |
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