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 language | English |
|---|---|
| Pages (from-to) | 213-217 |
| Number of pages | 5 |
| Journal | IAENG International Journal of Applied Mathematics |
| Volume | 41 |
| Issue number | 3 |
| Publication status | Published - 2011 |
| Externally published | Yes |
Keywords
- Exact optimal solution
- KKT condition
- Parametric approach
- Second-order cone programming problem
ASJC Scopus subject areas
- Applied Mathematics