Computable error bounds for semidefinite programming

DOI10.1023/A:1008298700376MaRDI QIDQ1292192zbMATH OpenOpenAlexFDO

Authors Sien Deng, Hui Hu

Publication date 17 June 1999

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008298700376

zbMATH Keywords

sensitivity analysiserror boundssemidefinite programmingpenalty functionspatterned covariance matrices

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(12)

• Error bounds for affine variational inequalities with second-order cone constraints
• Minimum recession-compatible subsets of closed convex sets
• Interval Enclosures of Upper Bounds of Roundoff Errors Using Semidefinite Programming
• Error bounds in mathematical programming
• Computable error bounds for an optimization problem with parallelepiped constraint
• Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• On global error bounds for convex inequalities systems
• Error bounds for eigenvalue and semidefinite matrix inequality systems
• Error bounds and singularity degree in semidefinite programming
• Error bounds for non-polyhedral convex optimization and applications to linear convergence of FDM and PGM
• Rigorous Error Bounds for the Optimal Value in Semidefinite Programming

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