Assume you have the problem
min v
st. |x|^3 / y^2 <= v, y>=0
A customer asked me if that can be formulated as conic quadratic problem. Indeed it can and my solution is
z^2 <= 2ty
2t <= a
a^2 <= 2 uv
z = 2u
x <= z
-x <= z
0 <= y,t,u,v
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.