Solving second-order conic systems with variable precision

DOI10.1007/S10107-014-0767-ZzbMATH Open1309.90076arXiv1104.1352OpenAlexW2050804020WikidataQ57733080 ScholiaQ57733080MaRDI QIDQ2340331FDOQ2340331

Vera Roshchina, Javier Peña, Felipe Cucker

Publication date: 16 April 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Abstract: We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of arithmetic operations and the finest precision required are exhibited.

Full work available at URL: https://arxiv.org/abs/1104.1352

zbMATH Keywords

interior-point methodsvariable precisionsecond-order cones

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51) Roundoff error (65G50) Interval and finite arithmetic (65G30)

Cites Work

• Second-order cone programming
• Linear programming, complexity theory and elementary functional analysis
• A stabilization of the simplex method
• Title not available (Why is that?)

Cited In (5)

• Solving Natural Conic Formulations with Hypatia.jl
• An extension of Chubanov's polynomial-time linear programming algorithm to second-order cone programming
• Round-off estimates for second-order conic feasibility problems
• On the circumcentered-reflection method for the convex feasibility problem
• On the centralization of the circumcentered-reflection method

Uses Software

• mctoolbox

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