We would like to minimize the function f : R 3 R, with values: with the

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We would like to minimize the function f : R3  → R, with values:

with the constraint ΙΙxΙΙ∞ < 1. Explain precisely how to formulate the problem as an SOCP in standard form.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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