Julian Kiik: A Study on Linear Systems with Uncertainty
Time: Tue 2021-08-24 10.30 - 11.30
Respondent: Julian Kiik
Abstract: This thesis studies how uncertainty affects solutions to linear equations. In particular, the Robust Least Square problem is studied in terms of the worst case residual. The robust analysis and solutions are investigated through a second order cone program and its duality. Numerical examples are also presented to illustrate the relation between the conditioning and the robustness of the problem.