On an exact optimal solution for a second-order cone programming problem

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3 Citations (Scopus)

Abstract

This paper proposes a solution algorithm to explicitly obtain the exact optimal solution of a second-order cone programming (SOCP) problem. 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 SOCP problem and to solve the KKT condition of auxiliary problem without the loss of optimality.

Original languageEnglish
Title of host publicationIMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011
Pages1484-1488
Number of pages5
Volume2
Publication statusPublished - 2011
Externally publishedYes
EventInternational MultiConference of Engineers and Computer Scientists 2011, IMECS 2011 - Kowloon, Hong Kong
Duration: 2011 Mar 162011 Mar 18

Other

OtherInternational MultiConference of Engineers and Computer Scientists 2011, IMECS 2011
CountryHong Kong
CityKowloon
Period11/3/1611/3/18

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Keywords

  • Exact optimal solution
  • KKT condition
  • Parametric approach
  • SOCP problem

ASJC Scopus subject areas

  • Computer Science(all)
  • Engineering(all)

Cite this

Hasuike, T. (2011). On an exact optimal solution for a second-order cone programming problem. In IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011 (Vol. 2, pp. 1484-1488)