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).


Steve Grikschat
Steve Grikschat 2020년 9월 18일

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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