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How to solve SOCP program on MATLAB?

조회 수: 48(최근 30일)
Ruchika Sehgal
Ruchika Sehgal 2020년 7월 7일
답변: Steve Grikschat 2020년 9월 18일
I am trying to solve a program with some linear inequalities and with norm-2 constraint. How to solve such programs on MATLAB?
Is there a specefic function for it? (For example: to solve LP, we have linprog in MATLAB).

답변(2개)


Alan Weiss
Alan Weiss 2020년 7월 7일
Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either directly in fmincon or after reformulation in quadprog.
Alan Weiss
MATLAB mathematical toolbox documentation

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