On Tue, Aug 12, 2008 at 12:26 AM, Ali Baharev <[EMAIL PROTECTED]> wrote:
> I am convinced that interval arithmetic provide the tools to overcome > this and similar other problems, see for example: > > http://www.ti3.tu-harburg.de/~keil/#software<http://www.ti3.tu-harburg.de/%7Ekeil/#software> > > > http://www.ti3.tu-harburg.de/cgi-bin/cjbibsearch/publications/ti3.html?author=jansson > (all papers containing the word rigorous in the title may be > interesting for you) > > Or this paper: > http://www.mat.univie.ac.at/~neum/ms/mip.pdf<http://www.mat.univie.ac.at/%7Eneum/ms/mip.pdf> > > I released a code for computing rigorous bound on the objective for > continouos LP problems, where all the coefficinets are assumed to be > exact: > > http://reliablecomputing.eu/software.html#rigorous_error_bounds > > http://lists.gnu.org/archive/html/help-glpk/2008-08/msg00018.html > > Good luck! > > Ali > Ali Thanks for the links. Right now my knowledge of interval arithmetic (also ill-conditioned problems, floating point representation, round-off error etc.) is too limited. These links will definitely help. Thanks -- Vijay Patil
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