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Termination and verification for ill-posed semidefinite programming problems
Citation Link: https://doi.org/10.15480/882.204
Publikationstyp
Working Paper
Date Issued
2005
Sprache
English
Author(s)
Institut
TORE-DOI
We investigate ill-posed semidefinite programming problems for which Slater's constraint qualifications fail, and propose a new reliable termination criterium dealing with such problems. This criterium is scale-independent and provides verified forward error bounds for the true optimal value, where all rounding errors due to floating point arithmetic are taken into account. It is based on a boundedness qualification, which is satisfied for many problems. Numerical experiments, including combinatorial problems, are presented.
Subjects
Linear programming
semidefinite programming
combinatorial optimization
rounding errors
ill-posed problems
interval arithmetic
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