A second-order cone program (SOCP) is a convex optimization problem of the form minimize f T x {\displaystyle \ f^{T}x\ } subject to ‖ A i x + b i...
10 KB (1,406 words) - 08:44, 26 January 2024
zero diagonal elements in the data matrices), second-order cone programming (SOCP) and linear programming (LP) relaxations providing the same objective...
6 KB (674 words) - 13:03, 28 July 2024
Convex optimization (redirect from Convex programming)
objective may be a convex quadratic function. Second order cone programming are more general. Semidefinite programming are more general. Conic optimization are...
30 KB (3,097 words) - 23:17, 1 July 2024
FICO Xpress (redirect from Mosel (programming language))
convex quadratically constrained quadratic programming (QCQP), second-order cone programming (SOCP) and their mixed integer counterparts. Xpress includes...
6 KB (523 words) - 18:54, 14 May 2024
constraints Mixed-integer nonlinear programming Second-order cone programming Global optimization Semidefinite programming problems with bilinear matrix inequalities...
4 KB (294 words) - 03:15, 24 October 2023
for linear, conic quadratic (a.k.a. Second-order cone programming) and semi-definite (aka. semidefinite programming), which the software is considerably...
4 KB (380 words) - 12:56, 29 June 2024
tracking error and linear constraints, may be solved using second-order cone programming: max w μ T ( w − w b ) , s.t. ( w − w b ) T Σ ( w − w b ) ≤...
6 KB (969 words) - 18:39, 21 August 2024
bound limit analysis of cohesive‐frictional materials using second‐order cone programming." International Journal for Numerical Methods in Engineering...
3 KB (370 words) - 05:17, 11 February 2020
non-convex quadratic programming problems, and convex quadratically constrained problems (solved via second-order cone programming, or SOCP). The CPLEX...
9 KB (430 words) - 20:08, 25 August 2024
Conic optimization (redirect from Conic programming)
semidefinite matrices S + n {\displaystyle \mathbb {S} _{+}^{n}} , and the second-order cone { ( x , t ) ∈ R n × R : ‖ x ‖ ≤ t } {\displaystyle \left\{(x,t)\in...
3 KB (455 words) - 23:36, 6 December 2023