Titel: Termination and verification for ill-posed semidefinite programming problems
Sprache: Englisch
Autor/Autorin: Jansson, Christian
Schlagwörter: Linear programming;semidefinite programming;combinatorial optimization;rounding errors;ill-posed problems;interval arithmetic
Erscheinungsdatum: 2005
Zusammenfassung (englisch): 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
URN: urn:nbn:de:gbv:830-opus-2696
DOI: 10.15480/882.204
Institut: Zuverlässiges Rechnen E-19
Reliable Computing E-19
Dokumenttyp: ResearchPaper
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