This example is taken from the course notes of EE127A from University of California, Berkeley For a quadratic program 0.5 * x' * Q * x + c' * x s.t b_lb <= A * x <= b_ub It can be casted as an SOCP, as follows By introducing a new variable w = Q^{1/2}*x and y, z The equivalent SOCP is min c'x + y s.t 2 * y >= w' * w w = Q^{1/2} * x b_lb <= A * x <= b_ub.
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#include <solvers/test/second_order_cone_program_examples.h>
This example is taken from the course notes of EE127A from University of California, Berkeley For a quadratic program 0.5 * x' * Q * x + c' * x s.t b_lb <= A * x <= b_ub It can be casted as an SOCP, as follows By introducing a new variable w = Q^{1/2}*x and y, z The equivalent SOCP is min c'x + y s.t 2 * y >= w' * w w = Q^{1/2} * x b_lb <= A * x <= b_ub.
 Parameters

Q  A positive definite matrix 
c  A column vector 
A  A matrix 
b_lb  A column vector 
b_ub  A column vector 
The documentation for this class was generated from the following files: