How to solve SOCP program on MATLAB?
16 views (last 30 days)
Show older comments
I am trying to solve a program with some linear inequalities and with norm-2 constraint. How to solve such programs on MATLAB?
Is there a specefic function for it? (For example: to solve LP, we have linprog in MATLAB).
0 Comments
Answers (2)
Steve Grikschat
on 18 Sep 2020
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming:
coupled with a function to make a second-order cone constraint
For examples see
0 Comments
Alan Weiss
on 7 Jul 2020
Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either directly in fmincon or after reformulation in quadprog.
Alan Weiss
MATLAB mathematical toolbox documentation
0 Comments
See Also
Categories
Find more on Nonlinear Optimization in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!