### 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 |

### Fingerprint

### Keywords

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

### ASJC Scopus subject areas

- Applied Mathematics

### Cite this

**Exact and explicit solution algorithm for linear programming problem with a second-order cone.** / Hasuike, Takashi.

Research output: Contribution to journal › Article

*IAENG International Journal of Applied Mathematics*, vol. 41, no. 3, pp. 213-217.

}

TY - JOUR

T1 - Exact and explicit solution algorithm for linear programming problem with a second-order cone

AU - Hasuike, Takashi

PY - 2011

Y1 - 2011

N2 - 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.

AB - 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.

KW - Exact optimal solution

KW - KKT condition

KW - Parametric approach

KW - Second-order cone programming problem

UR - http://www.scopus.com/inward/record.url?scp=80053494441&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=80053494441&partnerID=8YFLogxK

M3 - Article

VL - 41

SP - 213

EP - 217

JO - IAENG International Journal of Applied Mathematics

JF - IAENG International Journal of Applied Mathematics

SN - 1992-9978

IS - 3

ER -