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

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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
Externally publishedYes

Fingerprint

Second-order Cone
Explicit Solution
Linear programming
Cones
Exact Solution
KKT Conditions
Parametric Solutions
Box Constraints
Optimality
Cone
Programming
Optimal Solution

Keywords

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

ASJC Scopus subject areas

  • Applied Mathematics

Cite this

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