The linear systems are one of the most important tools for modeling real-world phenomena. Because the real-world phenomena are always associated with uncertainty, solving the fuzzy linear system have a great importance. One of the proposed methods to find the exact and approximate solutions of a fuzzy linear system is using the least squares method. In this method, by choosing an arbitrary meter and solving a QUADRATIC PROGRAMMING, they provide an approximate (or exact) solution for the fuzzy linear system. In this paper, at first, we prove that under some conditions and not depending on the selected meter the QUADRATIC PROGRAMMING is convex. Therefore, by considering three different meters and solving several examples, we compare the obtained approximate solutions.