Linear Programming has numerous applications, e.g., operations research, relaxations in global optimization, computational geometry. Recently it has been shown that many real world problems exhibit numerical difficulties due to ill-conditioning. Lurupa is a software package for computing rigorous optimal value bounds. The package can handle point and interval problems. Numerical experience with the Netlib lp library is given.
@InProceedings{keil:DagSemProc.05391.6, author = {Keil, Christian}, title = {{Lurupa - Rigorous Error Bounds in Linear Programming}}, booktitle = {Algebraic and Numerical Algorithms and Computer-assisted Proofs}, pages = {1--11}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2006}, volume = {5391}, editor = {Bruno Buchberger and Shin'ichi Oishi and Michael Plum and Sigfried M. Rump}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05391.6}, URN = {urn:nbn:de:0030-drops-4458}, doi = {10.4230/DagSemProc.05391.6}, annote = {Keywords: Linear programming, rigorous error bounds, netlib, interval arithmetic} }
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