Second-order cone programming: Difference between revisions

Revision as of 13:38, 26 October 2006

Revision as of 03:35, 27 October 2006

Line 1:

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

linear optimization problem plus a number of constraints of the form

:<math>

x \in \mathcal{C}_t

</math>