When considering a second- order cone constraint, a temptation might be to square it in order to
Question:
When considering a second- order cone constraint, a temptation might be to square it in order to obtain a classical convex quadratic constraint. This might not always work. Consider the constraint
and its squared counterpart:
Is the set defined by the second inequality convex? Discuss.
Transcribed Image Text:
x1 + 2x2 ≥ ||*||2, x
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It is indeed possible to square a SOC constraint provided that o...View the full answer
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Related Book For
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui
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