Robust solutions of split feasibility problem with uncertain linear operator
Ailing Yan, Gaoyang Wang, Naihua Xiu · Journal of Industrial and Management Optimization · 2007
In this paper, we treat the split feasibility problem with uncertain linear operator (USFP). For this problem, we first reformulate it as an uncertain optimization problem (UOP) with zero optimal value, and then we introduce robust counterparts of the UOP and reformulatethem as the tractable convex optimization problems. These convexoptimization problems have close connection with the robustcounterparts of USFP and the minimum SFPs under the appropriateconditions. In the end of this paper, we give some numericalresults to illustrate the effectiveness of the robust solutions ofthe concerned problem.