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See below for a more detailed treatment. |
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and hence is convex.
The second-order cone can be embedded in the cone of the [[positive semidefinite matrices]] since
:<math>||x||\leq t \Leftrightarrow \begin{bmatrix} tI & x \\ x^T & t \end{bmatrix} \succcurlyeq 0,</math>
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