On an Exact Optimal Solution for a Second - Order Cone Programming Problem
نویسنده
چکیده
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.
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