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Line 44: i.e., a second-order cone constraint is equivalent to a [[linear matrix inequality]] Here <math>M\succcurlyeq 0 </math> means <math>M </math> is a semidefinite matrix: that is to say :<math>~~\mathbf{~~x}^\mathsf{T} M~~\mathbf{~~ x} \geq 0 \text{ for all } ~~\mathbf{~~x} \in \mathbb{R}^n</math>. Similarly, we also have,

Second-order cone programming: Difference between revisions