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http://dx.doi.org/10.25673/35092
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DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Weber, Tobias | - |
dc.contributor.author | Sager, Sebastian | - |
dc.contributor.author | Gleixner, Ambros M. | - |
dc.date.accessioned | 2020-11-19T14:09:07Z | - |
dc.date.available | 2020-11-19T14:09:07Z | - |
dc.date.issued | 2020 | - |
dc.date.submitted | 2019 | - |
dc.identifier.uri | https://opendata.uni-halle.de//handle/1981185920/35295 | - |
dc.identifier.uri | http://dx.doi.org/10.25673/35092 | - |
dc.description.abstract | Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause inconveniences when solutions are used for rigorous reasoning. We contribute on three levels to overcome this issue. First, we present a novel refinement algorithm to solve QPs to arbitrary precision. It iteratively solves refined QPs, assuming a floating-point QP solver oracle. We prove linear convergence of residuals and primal errors. Second, we provide an efficient implementation, based on SoPlex and qpOASES that is publicly available in source code. Third, we give precise reference solutions for the Maros and Mészáros benchmark library. | eng |
dc.format.extent | 1 Online-Ressource (35 Seiten) | - |
dc.language.iso | eng | - |
dc.publisher | Springer, Berlin | - |
dc.rights.uri | https://creativecommons.org/licenses/by 4.0/ | - |
dc.subject | Quadratic programming | eng |
dc.subject | Iterative refinement | eng |
dc.subject | Active set | eng |
dc.subject | Rational calculations | eng |
dc.subject.ddc | 519.6 | - |
dc.title | Solving quadratic programs to high precision using scaled iterative refinement | eng |
dc.type | Article | - |
dc.identifier.urn | urn:nbn:de:gbv:ma9:1-1981185920-352954 | - |
dc.relation.references | https://www.springer.com/journal/12532 | - |
local.versionType | publishedVersion | - |
local.bibliographicCitation.journaltitle | Mathematical programming computation | - |
local.bibliographicCitation.volume | 11 | - |
local.bibliographicCitation.issue | 2019 | - |
local.bibliographicCitation.pagestart | 421 | - |
local.bibliographicCitation.pageend | 455 | - |
local.bibliographicCitation.publishername | Springer | - |
local.bibliographicCitation.publisherplace | Berlin | - |
local.bibliographicCitation.doi | 10.1007/s12532-019-00154-6 | - |
local.openaccess | true | - |
dc.identifier.ppn | 1739171152 | - |
local.publication.country | XA-DE | - |
cbs.sru.importDate | 2020-11-19T14:04:18Z | - |
local.bibliographicCitation | Sonderdruck aus Mathematical programming computation | - |
local.accessrights.dnb | free | - |
Enthalten in den Sammlungen: | Fakultät für Mathematik (OA) |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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Sager _et al._Mathematical Programming Computation_2020.pdf | Zweitveröffentlichung | 368.57 kB | Adobe PDF | ![]() Öffnen/Anzeigen |