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Lurupa : rigorous error bounds in linear programming
Publikationstyp
Conference Paper
Date Issued
2006-01-31
Sprache
English
Author(s)
TORE-URI
Journal
Volume
2006
Article Number
445
Publisher Link
Publisher
Schloss Dagstuhl Leibniz-Zentrum für Informatik
Linear Programming has numerous appliations. Recently it has been shown that many real world problems exhibit numericalal difficulties due to ill-conditioning.
This paper describes Lurupa, a software package for computing rigorous bounds for the optimal value of a linear program. The package can handle point and interval problems. Numerical experience with the Netlib lp library is given.
This paper describes Lurupa, a software package for computing rigorous bounds for the optimal value of a linear program. The package can handle point and interval problems. Numerical experience with the Netlib lp library is given.
Subjects
linear programming
rigorous error bounds
netlib
interval arithmetic
DDC Class
004: Informatik