Second-order cone programming: Difference between revisions

Revision as of 13:37, 26 October 2006

Revision as of 13:38, 26 October 2006

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{{uncat|October 2006}}{{wikify|October 2006}}

'''Second order cone programing (SOCP)''' can be seen as a generalization of [[Linear programming]] and [[Quadratic programming]]. Simply put, a conic optimization problem is a

linear optimization problem plus a number of constraints of the form