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

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  • Katrin Schmallowsky

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

Suggested Citation

  • Katrin Schmallowsky, 2008. "On the regularity of second order cone programs and an application to solving large scale problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(3), pages 551-564, December.
    • Handle: RePEc:spr:mathme:v:68:y:2008:i:3:p:551-564
    DOI: 10.1007/s00186-008-0209-x
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    Keywords

    Linear program; Second order cone;

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