An Active Set Method for Single-Cone Second-Order Cone Programs (Q3440217)

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An Active Set Method for Single-Cone Second-Order Cone Programs
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    An Active Set Method for Single-Cone Second-Order Cone Programs (English)
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    22 May 2007
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    second-order cone programs
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    single-cone
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    active set method
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    robust optimization
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    uncertain linear program
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    duality
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