The Dual Simplex-Type Method for Linear Second-Order Cone Programming Problem

摘要

The linear second-order cone programming problem is considered. For its solution, the dual simplex-type method is proposed. The method is the generalization of the standard dual simplex method for linear programming for cone programming. At each iteration the primal variable is defined, and pivoting of the dual variable is carried out. The proof of the local convergence is given.