Please use this identifier to cite or link to this item: https://doi.org/10.15480/882.204
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Title: Termination and verification for ill-posed semidefinite programming problems
Language: English
Authors: Jansson, Christian 
Keywords: Linear programming;semidefinite programming;combinatorial optimization;rounding errors;ill-posed problems;interval arithmetic
Issue Date: 2005
Abstract (english): 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.
URI: http://tubdok.tub.tuhh.de/handle/11420/206
DOI: 10.15480/882.204
Institute: Zuverlässiges Rechnen E-19 
Type: ResearchPaper
License: In Copyright In Copyright
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