### 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 language | English |
---|---|

Title of host publication | IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011 |

Pages | 1484-1488 |

Number of pages | 5 |

Volume | 2 |

Publication status | Published - 2011 |

Externally published | Yes |

Event | International MultiConference of Engineers and Computer Scientists 2011, IMECS 2011 - Kowloon, Hong Kong Duration: 2011 Mar 16 → 2011 Mar 18 |

### Other

Other | International MultiConference of Engineers and Computer Scientists 2011, IMECS 2011 |
---|---|

Country | Hong Kong |

City | Kowloon |

Period | 11/3/16 → 11/3/18 |

### Fingerprint

### Keywords

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

### ASJC Scopus subject areas

- Computer Science(all)
- Engineering(all)

### Cite this

*IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011*(Vol. 2, pp. 1484-1488)

**On an exact optimal solution for a second-order cone programming problem.** / Hasuike, Takashi.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

*IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011.*vol. 2, pp. 1484-1488, International MultiConference of Engineers and Computer Scientists 2011, IMECS 2011, Kowloon, Hong Kong, 11/3/16.

}

TY - GEN

T1 - On an exact optimal solution for a second-order cone programming problem

AU - Hasuike, Takashi

PY - 2011

Y1 - 2011

N2 - 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.

AB - 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.

KW - Exact optimal solution

KW - KKT condition

KW - Parametric approach

KW - SOCP problem

UR - http://www.scopus.com/inward/record.url?scp=79960570330&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=79960570330&partnerID=8YFLogxK

M3 - Conference contribution

SN - 9789881925121

VL - 2

SP - 1484

EP - 1488

BT - IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011

ER -