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

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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.

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Authors and Affiliations

  1. Institut für Mathematik, Universität Düsseldorf, Universitätsstraße 1, 40225, Düsseldorf, Germany

    Katrin Schmallowsky

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  1. Katrin Schmallowsky
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Correspondence to Katrin Schmallowsky.

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Schmallowsky, K. On the regularity of second order cone programs and an application to solving large scale problems. Math Meth Oper Res 68, 551–564 (2008). https://doi.org/10.1007/s00186-008-0209-x

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  • DOI: https://doi.org/10.1007/s00186-008-0209-x

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