Rigorous Lower and Upper Bounds in Linear Programming

DOI10.1137/S1052623402416839zbMath1073.90022OpenAlexW2033891812MaRDI QIDQ4651975

Christian Jansson

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623402416839

zbMATH Keywords

linear programmingsensitivity analysisinterval arithmeticrigorous error bounds

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

Related Items (12)

On verified numerical computations in convex programming ⋮ A review of computation of mathematically rigorous bounds on optima of linear programs ⋮ On strong optimality of interval linear programming ⋮ Lower bound functions for polynomials ⋮ Maximal inner boxes in parametric \textit{AE}-solution sets with linear shape ⋮ A reliable affine relaxation method for global optimization ⋮ Exact solutions to linear programming problems ⋮ A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs ⋮ Computational experience with rigorous error bounds for the Netlib linear programming library ⋮ Interval Polyhedra: An Abstract Domain to Infer Interval Linear Relationships ⋮ Iterative Refinement for Linear Programming ⋮ Bounds on the worst optimal value in interval linear programming

Uses Software

• CPLEX
• INTOPT_90

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