Safe Bounds in Semidefinite Programming by Using Interval Arithmetic

来源 :美国运筹学期刊(英文) | 被引量 : 0次 | 上传用户:shuiwadandan
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Efficient solvers for optimization problems are based on linear and semidefinite relaxations that use floating point arithmetic. However, due to the rounding errors, relaxation thus may overestimate, or worst, underestimate the very global optima. The pur
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