A subgradient solution to structured robust least squares problems.
Moshe SalhovPublished in: IEEE Trans. Signal Process. (2010)
Keyphrases
- least squares
- linear least squares
- robust optimization
- optimization problems
- linear equations
- approximate solutions
- robust estimation
- cutting plane
- linear systems
- exact solution
- multicriteria optimization
- weighted least squares
- partial solutions
- mathematical programming
- closed form
- optimal solution
- integer programming
- partial occlusion
- optimization method
- lagrangian relaxation
- efficient solutions
- computationally efficient
- np complete
- stochastic optimization
- policy evaluation
- lower bound
- genetic algorithm