Rigorous Error Bounds for the Optimal Value in Semidefinite Programming
From MaRDI portal
Publication:3614175
DOI10.1137/050622870zbMath1167.90009MaRDI QIDQ3614175
Christian Jansson, Christian Keil, Denis Chaykin
Publication date: 16 March 2009
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0b775f06ab6b34e17c8ddf35bb678975535c52a1
linear programming; sensitivity analysis; semidefinite programming; interval arithmetic; rigorous error bounds; NETLIB LP library; SDPLIB
90C22: Semidefinite programming
65G30: Interval and finite arithmetic
65B15: Euler-Maclaurin formula in numerical analysis
Uses Software