 |
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| Volume 3, Number 1, January 2007, pp. 87-98 | ||||||||||
|
Masakazu Muramatsu
|
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| Key words: | ||||||||||
| second-order cone programming, pivot, the simplex method | ||||||||||
| Mathematices Subject Classification: 90C49 | ||||||||||
| References | ||||||||||
|
||||||||||
| Volume 3, Number 1, January 2007, pp. 87-98 | ||||||||||
|
Masakazu Muramatsu
|
||||||||||
| Key words: | ||||||||||
| second-order cone programming, pivot, the simplex method | ||||||||||
| Mathematices Subject Classification: 90C49 | ||||||||||
| References | ||||||||||
|
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| Abstract: | |||
| An implementable pivoting procedure for a class of second-order cone programming having one second-order cone was for the first time proposed by [8]. In this paper, we consider a wider class of problems having multiple second-order cones. We derive some fundamental properties necessary for establishing a pivoting algorithm for the class. | |||
| Towards a pivoting procedure for a class of second-order cone programming problems having multiple cone constraints | ||