Implémentation des méthodes d’optimisation: Test d’arrêt optimal, contrôle et précision de la solution. I. (French) Zbl 0601.65052

Vignes, J.

RAIRO, Rech. Opér. 18, 1-18 (1984).

In implementing any optimization method on a computer, several problems arise:
- how to break off the iterative process;
- how to determine the satisfactory computed solution and be sure the computer cannot provide a better one;
- how to tell whether or not computed solution approximates the mathematical solution, and to what degree of accuracy.
New methods of solving these problems are presented.

MSC:

65K05	Numerical mathematical programming methods
90C30	Nonlinear programming

Keywords:

optimization; round-off error analysis; optimal termination criterion; accuracy in the results of computations; validity of numerical software