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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 ai.x+bi≤αi.x+βi.

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.

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