Solving second-order conic systems with variable precision

• 成果类型: Article
• 署名作者: Cucker, Felipe; Pena, Javier; Roshchina, Vera
• 署名单位: City University of Hong Kong; Carnegie Mellon University; Federation University Australia
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-014-0767-z
• 发表日期: 2015
• 页码: 217-250
• 关键词: finite precision; complexity

摘要

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.