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SOCP meaning in Computing ? |
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Answer» What is Second order cone programming mean? 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 ‖ 2 ≤ c i T x + d i , i = 1 , … , m {\displaystyle \lVert A_{i}x+b_{i}\rVert _{2}\leq c_{i}^{T}x+d_{i},\quad i=1,\dots ,m} F x = g {\displaystyle Fx=g\ }where the problem parameters are f ∈ R n , A i ∈ R n i × n , b i ∈ R n i , c i ∈ R reference |
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