- Title
- Solving second-order conic systems with variable precision
- Creator
- Cucker, Felipe; Peña, Javier; Roshchina, Vera
- Date
- 2014
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/76989
- Identifier
- vital:7621
- Identifier
-
https://doi.org/10.1007/s10107-014-0767-z
- Identifier
- ISSN:0025-5610
- 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. © 2014, Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society.
- Publisher
- Springer Verlag
- Relation
- Mathematical Programming Vol. 150, no. 2 (2014), p. 217-250
- Rights
- Copyright © Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; 0802 Computation Theory and Mathematics; Interior-point methods; Second-order cones; Variable precision; Large scale systems; Arithmetic operations; Conic system; Feasibility problem; Finite precision; Interior point methods; Second orders; Optimization
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