Questions tagged [socp]

For questions related to second-order cone programming, a type of convex optimization problem.

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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 ...