On verified numerical computations in convex programming

Link:
Autor/in:
Verlag/Körperschaft:
Hamburg University of Technology
Erscheinungsjahr:
2009
Medientyp:
Text
Schlagworte:
  • Branch-bound-and-cut
  • Combinatorial optimization
  • Conic programming
  • Convex programming
  • Ill-posed problems
  • Interval arithmetic
  • Linear programming
  • Rounding errors
  • Semidefinite programming
  • 004: Informatik
  • 510: Mathematik
Beschreibung:
  • This survey contains recent developments for computing verified results of convex constrained optimization problems, with emphasis on applications. Especially, we consider the computation of verified error bounds for non-smooth convex conic optimization in the framework of functional analysis, for linear programming, and for semidefinite programming. A discussion of important problem transformations to special types of convex problems and convex relaxations is included. The latter are important for handling and for reliability issues in global robust and combinatorial optimization. Some remarks on numerical experiences, including also large-scale and ill-posed problems, and software for verified computations concludes this survey.
Beziehungen:
DOI 10.1007/BF03186539
Quellsystem:
TUHH Open Research

Interne Metadaten
Quelldatensatz
oai:tore.tuhh.de:11420/8557