Solving second-order conic systems with variable precision

Felipe Cucker; Javier Peña; Vera Roshchina

doi:10.1007/s10107-014-0767-z

Solving second-order conic systems with variable precision

Felipe Cucker
, Javier Peña^*
, Vera Roshchina

^*Corresponding author for this work

Department of Mathematics

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

3 Citations (Scopus)

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.

Original language	English
Pages (from-to)	217-250
Journal	Mathematical Programming
Volume	150
Issue number	2
Online published	6 Mar 2014
DOIs	https://doi.org/10.1007/s10107-014-0767-z
Publication status	Published - May 2015

Research Keywords

Interior-point methods
Second-order cones
Variable precision

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title = "Solving second-order conic systems with variable precision",

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.",

keywords = "Interior-point methods, Second-order cones, Variable precision",

author = "Felipe Cucker and Javier Pe{\~n}a and Vera Roshchina",

year = "2015",

month = may,

doi = "10.1007/s10107-014-0767-z",

language = "English",

volume = "150",

pages = "217--250",

journal = "Mathematical Programming",

issn = "0025-5610",

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TY - JOUR

T1 - Solving second-order conic systems with variable precision

AU - Cucker, Felipe

AU - Peña, Javier

AU - Roshchina, Vera

PY - 2015/5

Y1 - 2015/5

N2 - 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.

AB - 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.

KW - Interior-point methods

KW - Second-order cones

KW - Variable precision

UR - https://www.scopus.com/pages/publications/84925292149

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84925292149&origin=recordpage

U2 - 10.1007/s10107-014-0767-z

DO - 10.1007/s10107-014-0767-z

M3 - RGC 21 - Publication in refereed journal

SN - 0025-5610

VL - 150

SP - 217

EP - 250

JO - Mathematical Programming

JF - Mathematical Programming

IS - 2

ER -

Solving second-order conic systems with variable precision

Abstract

Research Keywords

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