Second-order cone programming: Difference between revisions

Revision as of 07:28, 20 October 2006

Revision as of 07:33, 20 October 2006

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

linear optimization problem plus a number of constraints of the form

<math>