Termination and verification for ill-posed semidefinite programming problems

Link:
Autor/in:
Verlag/Körperschaft:
Hamburg University of Technology
Erscheinungsjahr:
2005
Medientyp:
Text
Schlagworte:
  • Linear programming
  • semidefinite programming
  • combinatorial optimization
  • rounding errors
  • ill-posed problems
  • interval arithmetic
  • Lineare Optimierung
  • Semidefinite Optimierung
  • Kombinatorische Optimierung
  • 510
Beschreibung:
  • 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.
Lizenzen:
  • info:eu-repo/semantics/openAccess
  • http://rightsstatements.org/vocab/InC/1.0/
Quellsystem:
TUHH Open Research

Interne Metadaten
Quelldatensatz
oai:tore.tuhh.de:11420/206