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Second-order cone programming
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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\…
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