Second-order cone programming
id:
second-order-cone-programming-248-11108311
title:
Second-order cone programming
text:
A second-order cone program (SOCP) is a convex optimization problem of the form where the problem parameters are f ∈ R n , A i ∈ R n i × n , b i ∈ R n i , c i ∈ R n , d i ∈ R , F ∈ R p × n , and g ∈ R p . x ∈ R n is the optimization variable. ‖ x ‖ 2 is the Euclidean norm and T indicates transpose. The "second-order cone" in SOCP arises from the constraints, which are equivalent to requiring the affine function to lie in the second-order cone in R n i + 1 . SOCPs can be solved by inter
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original url:
https://en.wikipedia.org/wiki/Second-order_cone_programming
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date modified:
2024-01-26T08:44:36Z
main entity:
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