A Variant of the Simplex Method for Second-Order Cone Programming
The linear second-order cone programming problem is considered. For its solution a variant of the primal simplex-type method is proposed. This variant is a generalization on the cone programming of the standard simplex method for linear programming. At each iteration the dual variable and dual slack are defined, and the move from the given extreme point to another one is realized. Finite and infinite convergence of the method to the solution of the problem having a special form is discussed.
KeywordsSecond-order cone programming Simplex-type method Finite and infinite convergence
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