Two-dimensional second-order cone programming (Q840619)
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English | Two-dimensional second-order cone programming |
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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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