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How to model affine cone constraint using secondordercone() with coneprog() solver?

조회 수: 6 (최근 30일)
Let say I have conic constraint that is translated by a constant, say for example the constant be 1, given by
How to model this constraint using secondordercone() ? I know we can do such constraint using CVX/YALMIP. But I wanted to know is it possible to with coneprog solver.

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Matt J
Matt J 2023년 9월 8일
편집: Matt J 2023년 9월 8일
Perhaps as follows:
socConstraint.A=blkdiag(A,constant);
socConstraint.b=zeros(n+1,1);
socConstraint.d=[d;0];
socConstraint.gamma=0;
lb=[lb;1]
ub=[ub;1]
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Zakir Hussain Shaik
Zakir Hussain Shaik 2023년 9월 9일
편집: Zakir Hussain Shaik 2023년 9월 9일
Thank you that helped. I realized from your approach that we can also introduce equality constraint on the new slack variable ((n+1)^th term) to be 1.
In the above equation c is any constant.

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