On the regularity of second order cone programs and an application to solving large scale problems

We prove the nonsingularity of the standard primal–dual system for second order cone programs assuming Slater’s condition, uniqueness and strict complementarity. This result is applied to the analysis of the augmented primal–dual method for solving linear programs over second order cones. Copyright Springer-Verlag 2008

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Year of publication:	2008
Authors:	Schmallowsky, Katrin
Published in:	Computational Statistics. - Springer. - Vol. 68.2008, 3, p. 551-564
Publisher:	Springer
Subject:	Linear program \| Second order cone

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010759427