Content deleted Content added
No edit summary |
No edit summary |
||
Line 2:
linear optimization problem plus a number of constraints of the form
<math>
x \in \mathcal{C}_t
</math>
where <math>\mathcal{C}_t</math> is a second order cone of dimension $t$. Two types of second order cones are:
* Quadratic cone of dimension <math> t </math> : <math> \mathcal{C}_t = \left \{ x \in \real^{n^t}: x_1 \geq \sqrt{\sum\limits_{j=2}^{n^t} x_j^2} \right \} </math>
* Rotated quadratic cone of dimension <math> t </math> : <math> \mathcal{C}_t = \left \{ x \in \real^{n^t}: 2 x_1 x_2 \geq \sum\limits_{j=3}^{n^t} x_j^2,~ x_1,x_2 \geq 0 \right \} </math>
== Solvers for SOCP ==
| |||