Does YALMIP introduce slack variables when solving second order Conic constraints with Mosek ?

[Elie Haber]

Hi,

I am new to this subject and in using YALMIP for solving Conic Quadratic problems with Mosek.

I have taken a look at Mosek documentation for MaTLAB toolbox, and I have noticed that the API for adding second order Conic constraints only allow for constraints having the form:

so no constants or coefficients are allowed in the model.

So what I wanted to understand, is that when I use YALMIP for solving my Conic quadratic problem with Mosek, does YALMIP internally introduce slack variables for transforming the constraints to the models that are acceptable by Mosek ? If yes how I can know which new variables automatically added.

Thanks a lot.

[Johan Löfberg]

YALMIP will introduce various auxiliary variables to simplify internal modelling, and to get it in the format required by the solver. How many and which depends on context and is not something you should care about.