Titel: Rigorous error bounds for the optimal value in semidefinite programming
Sprache: English
Autor/Autorin: Jansson, Christian 
Keil, Christian 
Schlagwörter: semidefinite programming;global optimization;combinatorial optimization
Erscheinungsdatum: 2005
Zusammenfassung (englisch): A wide variety of problems in global optimization, combinatorial optimization as well as systems and control theory can be solved by using linear and semidefinite programming. Sometimes, due to the use of floating point arithmetic in combination with ill-conditioning and degeneracy, erroneous results may be produced. The purpose of this article is to show how rigorous error bounds for the optimal value can be computed by carefully postprocessing the output of a linear or semidefinite programming solver. It turns out that in many cases the computational costs for postprocessing are small compared to the effort required by the solver. Numerical results are presented including problems from the SDPLIB and the NETLIB LP library; these libraries contain many ill-conditioned and real life problems.
URI: http://tubdok.tub.tuhh.de/handle/11420/207
DOI: 10.15480/882.205
Institut: Zuverlässiges Rechnen E-19 
Dokumenttyp: ResearchPaper
Enthalten in den Sammlungen:Publications (tub.dok)

Dateien zu dieser Ressource:
Datei Beschreibung GrößeFormat
Jansson.paper3.pdf232,15 kBAdobe PDFMiniaturbild
Öffnen/Anzeigen
Zur Langanzeige

Seitenansichten

398
Letzte Woche
5
Letzten Monat
12
checked on 21.03.2019

Download(s)

124
checked on 21.03.2019

Google ScholarTM

Prüfe

Export

Alle Ressourcen in diesem Repository sind urheberrechtlich geschützt.