socc

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

classes

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see <https://cvxopt.org> for more information).

Bernhard Pfaff

cccp

Cone Constrained Convex Problems

Lieven Vandenberghe

Martin Andersen

Joachim Dahl

socc function

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

Arguments

Definition of second-oder cone inequality constraints — socc

<dl>

 <dt>F</dt>
<dd>Object of class <code>"matrix"</code>: The matrix appearing in the
 norm-expression on the left-hand side of a second-order cone constraint.</dd>
 
 <dt>g</dt>
<dd>Object of class <code>"numeric"</code>: The vector appearing in the
 norm-expression on the left-hand side of a second-order cone constraint.</dd>

 <dt>d</dt>
<dd>Object of class <code>"numeric"</code>: The vector appearing on the
 right-hand side of a second-order cone constraint.</dd>
 
 <dt>f</dt>
<dd>Object of class <code>"numeric"</code>: The scalar appearing on the
 right-hand side of a second-order cone constraint.</dd>
 
</dl>

socc: Definition of second-oder cone inequality constraints

Description

Usage

Value

Arguments

Details