Abstract
This paper is concerned with the verification of a solution of a linear programming problem obtained by an interior-point method. The presented method relies on a reformulation of the linear programming problem as an equivalent system of nonlinear equations and uses mean value interval extension of functions and a computational fixed point theorem. The designed algorithm proves or disproves the existence of a solution on a computer and, if it exists, encloses this solution in narrow bounds.
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Idriss, I.I. (2006). A Verification Method for Solutions of Linear Programming Problems. In: Dongarra, J., Madsen, K., Waśniewski, J. (eds) Applied Parallel Computing. State of the Art in Scientific Computing. PARA 2004. Lecture Notes in Computer Science, vol 3732. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11558958_15
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DOI: https://doi.org/10.1007/11558958_15
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-29067-4
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