On optimal zero-preserving corrections for inconsistent linear systems
P. Amaral, L. M. Fernandes, J. Júdice and H. Sherali
Abstract
This paper addresses the problem
of finding an optimal correction of an inconsistent linear system,
where only the nonzero coefficients of the constraint matrix are
allowed to be perturbed for reconstructing a consistent system. Using
the Frobenius norm as a measure for feasibility, a nonconvex
minimization problem is formulated, whose objective function is a sum
of fractional functions. A branch-and-bound algorithm for solving this
nonconvex program is proposed, based on suitability overestimating the
denominator function for computing lower bounds. Computational
experience is presented to demonstrate the efficacy of this approach.