Second-order cone programming: Difference between revisions

Revision as of 07:51, 20 October 2006

Revision as of 13:35, 26 October 2006

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{{uncat|October 2006}}{{wikify|October 2006}}

A second'''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>

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* 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>

Several software packages exists for solving SOCP problems, such as [[MOSEK]] and [[SeDiMi]] exists.

== Solvers for SOCP ==

* [[MOSEK]]

* [[SeDuMi]]