Solving second-order conic systems with variable precision

DOI10.1007/S10107-014-0767-ZMaRDI QIDQ2340331zbMATH OpenOpenAlexWikidataFDO

Authors Felipe Cucker, Vera Roshchina, Javier Peña

Publication date 16 April 2015

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• A stabilization of the simplex method
• Linear programming, complexity theory and elementary functional analysis
• Second-order cone programming

Cited in

(6)

• On the centralization of the circumcentered-reflection method
• 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
• A primal-dual algorithm for solving polyhedral conic systems with a finite-precision machine

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Uses Software

• mctoolbox

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