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→Second-order cones: more |
The name "second-order cone programming" |
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<math>\lVert x \rVert_2 </math> is the [[Euclidean norm]] and <math>^T</math> indicates [[transpose]].<ref name="boyd">{{cite book |last1=Boyd |first1=Stephen |last2=Vandenberghe |first2=Lieven |title=Convex Optimization |publisher=Cambridge University Press |year=2004 |isbn=978-0-521-83378-3 |url=https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf |accessdate=July 15, 2019}}</ref>
The name "second-order cone programming" comes from the nature of the individual constraints, which are each of the form:
::<math>\lVert A_i x + b_i \rVert_2 \leq c_i^T x + d_i</math>
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