When considering a second- order cone constraint, a temptation might be to square it in order to

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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.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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Question Posted: Feb 14, 2023 07:31 AM

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When considering a second- order cone constraint, a temptation might be to square it in order to

Question:

x1 + 2x2 ≥ ||*||2, x

Step by Step Answer:

It is indeed possible to square a SOC constraint provided that o...View the full answer

Optimization Models

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