socc: Definition of second-oder cone inequality constraints

In cccp: Cone Constrained Convex Problems

Definition of second-oder cone inequality constraints

Description

This function is the interface to the reference class SOCC for creating second-oder cone constraints.

Usage

socc(F, g, d, f)

Arguments

F	Object of class "matrix": The matrix appearing in the norm-expression on the left-hand side of a second-order cone constraint.
g	Object of class "numeric": The vector appearing in the norm-expression on the left-hand side of a second-order cone constraint.
d	Object of class "numeric": The vector appearing on the right-hand side of a second-order cone constraint.
f	Object of class "numeric": The scalar appearing on the right-hand side of a second-order cone constraint.

Details

A second-order cone constraint is given as || Fx + g ||_2 \le d'x + f. The matrix G is created as G = [-d, -F] and the vector h is constructed as h = [f, g].

Value

List with elements: conType, G and h.

cccp documentation built on Dec. 10, 2023, 3:04 a.m.