# Questions tagged [conic-optimization]

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I am working on a quadratic conic optimization problem, but I have discovered that it would be preferable if the quadratic constraint is linearly approximated. In other words, I need some way to make ...
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I am working on a problem relating to what is known as the "Good Deal risk measure" for production valuation in incomplete markets. I have created the following primal optimization problem, ...
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### Why does some solvers can only solve conic optimization problems?

Famous solvers like sedumi, sdpt3, mosek can solve conic optimization, but not more general convex optimization. Why? I know many convex problems can be formulated as conic, but still confused.
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Just trying to understand the example given in Mosek Fusion handbook as shown I'm not exactly sure how to convert 7.3 to 7.4 in terms of objective function. I understand the power cone $P_{3}^{0.2, 0.... • 129 -2 votes 1 answer 188 views ### How can I model this Hyperbolic constraint? In this problem,$\beta_u$,$w_{u,c}$(a vector of complex elements),$x_u$are optimization variables. Now,$||2\sqrt{\frac{\pi_u}{2}}\beta_u; h_{u,c}^{\rm H}w_{u,c}-\frac{1}{2\pi_u}x_u-1||_2\le h_{u,...
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Given a conic problem $$\min \{c^\top x \mid Ax \succeq_\mathit{C} b\}$$ for an arbitrary cone $C$, how can I construct the dual to the problem? Moreover, in Linear Programming one constructs the ...