Second-order cone programming: Difference between revisions

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<math>\mathcal{C}_{n+1}=\left\{ \begin{bmatrix} x \\ t \end{bmatrix} \Bigg| x \in \mathbb{R}^n,
t\in \mathbb{R}, |\|x|\|_2\leq t \right\}</math>.
 
The second-order cone is also known by '''quadratic cone''' or '''ice-cream cone''' or '''Lorentz cone'''. The standard second-order cone in <math>\mathbb{R}^3</math> is <math>\left\{(x,y,z) \Big| \sqrt{x^2 + y^2} \leq z \right\}</math>.