Solving second-order conic systems with variable precision

Published 7 Apr 2011 in math.NA and math.OC | (1104.1352v2)

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.

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