Two-dimensional second-order cone programming

Two-dimensional second-order cone programming

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Article ID: iaor200968921
Country: United Kingdom
Volume: 5
Issue: 4
Start Page Number: 468
End Page Number: 484
Publication Date: May 2009
Journal: International Journal of Operational Research
Authors:
Keywords: Programming (cone)
Abstract:

We show that the primal and dual 2-dimensional second-order cone programs in standard form are equivalent to the standard-form primal and dual linear programs via a linear transformation. We show how variables in the Second-Order Cone (SOC) programs and the linear programs are related by the transformation. Based on the transformation, 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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