Online Seminar by Prof. Scott B. Lindstrom

【Date & Time】
September 5, 10:00 AM
meeting ID: 894 7519 4231
passcode: 281509
Scott Lindstrom Curtin University (Australia)
On tight error bounds for cone problems
Conic-linear programming allows researchers to tackle many important problems. Popular programs such as Mosek, Alfonso, Hypatia, and CVX solve problems with conic-linear methods. Such software packages provide users with so-called "backward error bounds," which may not be useful accuracy guarantees. After Jos Sturm found "forward" error bounds (i.e. useful guarantees) for the second order cone, 23 years passed before forward error bounds were found for any other cones on the Mosek conic modeling wheel. I will describe the framework that we built for obtaining such guarantees, a framework we used to find forward error bounds for several new classes of cones in short succession. This talk is based on joint work with Bruno Lourenço (ISM), Ying Lin, and Ting-Kei Pong (both The Hong Kong Polytechnic University).