Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

A rigorous lower bound for the optimal value of convex optimization problems

From MaRDI portal
Publication:1424965
Jump to:navigation, search

DOI10.1023/B:JOGO.0000006720.68398.8czbMath1134.90461OpenAlexW1973594390MaRDI QIDQ1424965

Christian Jansson

Publication date: 15 March 2004

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jogo.0000006720.68398.8c


zbMATH Keywords

Convex programmingGlobal optimizationQuadratic programmingSensitivity analysisInterval arithmeticConvex relaxationsLarge-scale problemsRigorous error bounds


Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Interval and finite arithmetic (65G30)


Related Items

On verified numerical computations in convex programming ⋮ Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem ⋮ Safe and tight linear estimators for global optimization ⋮ Computational experience with rigorous error bounds for the Netlib linear programming library ⋮ Mathematically rigorous global optimization in floating-point arithmetic ⋮ Validated constraints solving --- practicalities, pitfalls, and new developments



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1424965&oldid=13601414"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 18:59.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki