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

Katrin Schmallowsky ()

Mathematical Methods of Operations Research, 2008, vol. 68, issue 3, 564 pages

Abstract: 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

Keywords: Linear program; Second order cone (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00186-008-0209-x

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