SecondOrderConeOptimization

SecondOrderConeOptimization[f, cons, vars] finds values of variables vars that minimize the linear objective f subject to second-order cone and/or linear constraints cons.

• SecondOrderConeOptimization[c, {{a1, b1, α1, β1}, ..., {ak, bk, αk, βk}}] finds a vector x that minimizes c.x subject to the constraints.
• SecondOrderConeOptimization[c, ..., {dom1, dom2, ...}] takes xi to be in the domain domi, where domi is Integers or Reals.
• SecondOrderConeOptimization[..., "prop"] specifies what solution property "prop" should be returned.

Examples

SecondOrderConeOptimization[{1, 0}, {{{{1, 0}}, {0}, {0, 1}, 1}}, {x, y}]

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