Guaranteed Accuracy for Conic Programming Problems in Vector Lattices - Mathematics > Optimization and ControlReport as inadecuate




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Abstract: This paper presents rigorous forward error bounds for linear conicoptimization problems. The error bounds are formulated in a quite generalframework; the underlying vector spaces are not required to befinite-dimensional, and the convex cones defining the partial ordering are notrequired to be polyhedral. In the case of linear programming, second order coneprogramming, and semidefinite programming specialized formulas are deducedyielding guaranteed accuracy. All computed bounds are completely rigorousbecause all rounding errors due to floating point arithmetic are taken intoaccount. Numerical results, applications and software for linear andsemidefinite programming problems are described.



Author: Christian Jansson

Source: https://arxiv.org/







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