Second-order cone programming: Difference between revisions

Revision as of 12:53, 18 October 2006

Revision as of 12:58, 18 October 2006

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A second order cone programing problem (SOCP) can be seen as a generalization of linear[[Linear programming]]. Simply put, a conic optimization problem is a

optimization. Simply put, a conic optimization problem is a

linear optimization problem plus a constraint of the form

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