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

Takashi Hasuike*

*この研究の対応する著者

研究成果: Article査読

8 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)213-217
ページ数5
ジャーナルIAENG International Journal of Applied Mathematics
41
3
出版ステータスPublished - 2011
外部発表はい

ASJC Scopus subject areas

  • 応用数学

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