An Exact Dual for Second-Order Cone Programming Using Only Lorentz-Cone Constraints

RESUMO

Without a constraint qualification, second-order cone programs can have a duality gap or an unattained dual value. For every such program with arbitrary real coefficients, we construct an exact dual using only affine equations and memberships in products of Lorentz cones. Every feasible dual point gives a valid bound. Whenever the primal is feasible with finite value, the dual attains that value. This answers a question raised by Pólik and Terlaky and reiterated in subsequent work: whether an exact dual for second-order cone programming can use only Lorentz-cone constraints. The same construction produces an affine second-order cone system that is feasible exactly when a given affine second-order cone system is infeasible, including in the weakly infeasible case. Both formulations have polynomial size and are obtained uniformly from the input coefficients using only fixed rational constants. These are formulation-size results over exact real data; they do not imply polynomial-time solvability or polynomial bounds on the bit length of rational certificates.