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Solving second-order conic systems with variable precision

journal contribution
posted on 2024-11-01, 18:19 authored by Felipe Cucker, Javier Peña, Vera Roshchina
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.

History

Related Materials

  1. 1.
    DOI - Is published in 10.1007/s10107-014-0767-z
  2. 2.
    ISSN - Is published in 00255610

Journal

Mathematical Programming

Volume

150

Issue

2

Start page

217

End page

250

Total pages

34

Publisher

Springer

Place published

Germany

Language

English

Copyright

© Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2014

Former Identifier

2006053849

Esploro creation date

2020-06-22

Fedora creation date

2015-06-30

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    Categories

    Keywords

    Interior-point methodsSecond-order conesVariable precision

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    All rights reserved

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