[Csdp] Differences between versions 5 and 6
Nestor Aguilera
aguilera at santafe-conicet.gov.ar
Thu Feb 28 17:15:55 EST 2008
On 28 Feb 2008, at 18:06, Brian Borchers wrote:
>> Notice also that the numerical results are slightly different (using
>> the same single processor).
>
> That's not surprising. When code is compiled by different compilers
> (or with the same compiler using different optimization options) the
> floating point arithmetic operations aren't always performed in the
> same order, so the arithmetic can round off differently. These
> differences are compounded by if/then branches in the code so that you
> can get substantially different answers in the end.
>
> Things get even more complicated when you introduce different
> implementations of BLAS/LAPACK that may be using substantially
> different algorithms.
In a previous message (December 2007,
<http://list.coin-or.org/pipermail/csdp/2007-December/000005.html>),
you mentioned that using second order cone constraints as SDP
constraints could lead to numerical problems. Would you have references
for that?
Thanks,
Nestor
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