The set
x^5/3 <= t, x,t>=0.0
can be represented by
x^2 <= 2 s t, s,t >= 0,
u = x,
v = s,
z = v,
z^2 <= 2fg, f,g > = 0,
f = 0.5,
4 g = h,
h^2 <= 2uv, u,v >= 0.
I will leave it to reader to verify it is correct.
this particular set I have come up over again and again in financial applications. I suppose it has something to do with modeling of transactions costs.
An obvious question is why replace a simple problem but something that looks quite a bit complicated.
However, both in theory and practice the conic quadratic optimization problems is easier to solve then general convex problems.
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