On an exact optimal solution for a second-order cone programming problem
On an exact optimal solution for a second-order cone programming problem
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发表时间：
2011
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通讯作者：
T. Hasuike
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作者：
T. Hasuike
论文提出了一种求解算法来显式获得二阶锥规划（SOCP）问题的精确最优解。所提出的求解算法基于参数求解方法来确定参数的最优严格区域，主要过程是对主SOCP问题进行确定性等价变换，并在不损失最优性的情况下求解辅助问题的KKT条件。
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.