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math.OC 1

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2019 1

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Error Bounds and Singularity Degree in Semidefinite Programming

math.OC · 2019-08-12 · conditional · novelty 6.0

Eigenvalue ratios along a central path lower-bound the true error of an SDP solution and bound singularity degree, while for Potra-Sheng external paths a singularity degree above one forces sublinear convergence.

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  • Error Bounds and Singularity Degree in Semidefinite Programming math.OC · 2019-08-12 · conditional · none · ref 1

    Eigenvalue ratios along a central path lower-bound the true error of an SDP solution and bound singularity degree, while for Potra-Sheng external paths a singularity degree above one forces sublinear convergence.