Two-dimensional second-order cone programming (Q840619)

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scientific article; zbMATH DE number 5603410
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    Two-dimensional second-order cone programming
    scientific article; zbMATH DE number 5603410

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      Two-dimensional second-order cone programming (English)
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      13 September 2009
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      Summary: We show that primal and dual 2-dimensional second-order cone programs in standard form are equivalent to standard-form primal and dual linear programs via a linear transformation. We show how variables in second-order cone (SOC) programs and linear programs are related by a transformation, based on which we interpret the simplex method for two-dimensional second-order cone programming (SOCP). We show how pivot steps change the states of variables among interior, boundary, and zero. Finally, we give some applications of two-dimensional SOCP.
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      second-order cone programming (SOCP)
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      linear programming
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      simplex method
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      pivoting
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      duality
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      linear transformations
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