Questions tagged [socp]
For questions related to second-order cone programming, a type of convex optimization problem.
5
questions
2
votes
1
answer
59
views
epigraphs for quadratic constraints
I have a constraint of the following form
\begin{equation}
x^{\top}x + y^{\top}y \leq t
\end{equation}
where x, y are vector variables and t is a scalar variable. I can augment the variables x and y, ...
- 153
5
votes
1
answer
422
views
How to formulate the inequality constraint $\sqrt{x^2+y^2} \leq z$ using gurobipy?
How to formulate the following constraint using gurobipy
$$ \sqrt{x^2 + y^2} \le z$$
where $x, y, z$ are continuous optimization variables?
I saw how to formulate it using CVXPY:
...
- 391
8
votes
1
answer
437
views
Solving maximization problem with linear-fractional sum
I want to solve this problem :
Maximize \begin{equation} \sum_{i=1}^{n} \frac{x_i}{a_ix_i + b_i}\end{equation} with the constraints \begin{equation}\sum_{i=1}^{n}x_i = S \ , \ x_i \geq 0 \ \forall \ ...
- 83
5
votes
2
answers
415
views
Quadratically constrained convex optimization
I have tried to convert the following constraint into SOCP form but can't figure it out. My issue is that whenever I create the norm, the other side has to be square rooted which invalidates the SOCP ...
2
votes
1
answer
414
views
Hyperbolic constraint as second-order cone
I have a problem which simplifies to:
$$
\begin{align}
\max w &\\
w&\le xy \\
x,y&\le10 \\
x,y&\ge0
\end{align}
$$
Recognizing that $xy$ form a hyperbolic constraint, I can solve by ...
- 543