Second-order cone programming: Difference between revisions

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The equivalence only holds, if A is positive semi-definite.
Typo: "This is equivalent to the SOC constraint" -> changed to SOCP
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:<math> x^T A x + b^T x + c \leq 0. </math>
 
This is equivalent to the SOCSOCP constraint
 
:<math> \lVert A^{1/2} x + \frac{1}{2}A^{-1/2}b \rVert \leq \left(\frac{1}{4}b^T A^{-1} b - c \right)^{\frac{1}{2}} </math>