Exact and explicit solution algorithm for linear programming problem with a second-order cone

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

This paper proposes a exact solution algorithm to explicitly obtain the exact optimal solution of a secondorder cone programming problem with box constraints of decision variables. The proposed solution algorithm is based on a parametric solution approach to determine the optimal strict region of parameters, and the main procedures are to perform deterministic equivalent transformations for the main problem and to solve the KKT condition of auxiliary problem without the loss of optimality.

Original languageEnglish
Pages (from-to)213-217
Number of pages5
JournalIAENG International Journal of Applied Mathematics
Volume41
Issue number3
Publication statusPublished - 2011 Oct 11

Keywords

  • Exact optimal solution
  • KKT condition
  • Parametric approach
  • Second-order cone programming problem

ASJC Scopus subject areas

  • Applied Mathematics

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