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Suppose we have an optimization problem with variables t 0 and x Rn. Express the constraint: t (a>x + b) 1 as a second-order cone
Suppose we have an optimization problem with variables t 0 and x Rn. Express the constraint: t (a>x + b) 1 as a second-order cone constraint. Specifically, write the constraint in the form Ax + b c>x + d. What are A, b, c, d, x
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