Second Order Conic Programming

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Apr 28, 2016, 2:30:36 AM4/28/16

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I am doing an optimization on a grid. I am using a second order conic programming.

I am programming in GAMS using MOSEK as a solver.

I have my problem formulated, I just have problem expressing it in GAMS.

You will see what I need to express on the photo.

Can someone please help me represent this second order conic representation in GAMS (solver MOSEK).

Thank you in advance for your time and effort.

Second Order Cone.PNG

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