Solving second-order conic systems with variable precision
Numerical Analysis
2013-08-01 v2 Optimization and Control
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.
Cite
@article{arxiv.1104.1352,
title = {Solving second-order conic systems with variable precision},
author = {Felipe Cucker and Javier Peña and Vera Roshchina},
journal= {arXiv preprint arXiv:1104.1352},
year = {2013}
}