Numerical Stability in Linear Programming and Semidefinite Programming
We study numerical stability for interior-point methods applied to Linear Programming, LP, and Semidefinite Programming, SDP. We analyze the difficulties inherent in current methods and present robust algorithms. <br /><br /> We start with the error bound analysis of the search d...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
University of Waterloo
2007
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10012/2922 |