Solving second-order conic systems with finite precision

Details Solving second-order conic systems with finite precision Solving second-order conic systems with finite precision

2011-04-07

arxiv.org/abs/1104.1352v1

Mathematics

Numerical Analysis

Scientific paper

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.

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