Computable Error Bounds for Semidefinite Programming

• 1 January 1999
• journal article
• Published by Springer Nature in Journal of Global Optimization
• Vol. 14  (2) , 105-115
• https://doi.org/10.1023/a:1008298700376

Abstract

Keywords

• ERROR BOUNDS
• PATTERNED COVARIANCE MATRICES
• PENALTY FUNCTIONS
• SEMIDEFINITE PROGRAM-MING
• SENSITIVITY ANALYSIS