How to solve a general second-order cone programming (SOCP) use YALMIP?

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myathappy

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Apr 13, 2017, 6:12:03 AM4/13/17
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Dear Prof.Johan Löfberg
       I want to solve a  second-order cone programming (SOCP) problem. which general form of SOCP  is 

                                                                                       c                                                                                                                            T                                                                            min      x

(1)
Ax+b2cTx+d

where ARm×n and cRn. Where the constraint is one (or multiple ) cone and may have other equality constraints.

   However, the tutorial in https://yalmip.github.io/tutorial/socpprogramming/, the  objective is a norm of matrix.

  I would like to know how I should translate problem (1)  to codes with YALMIP language. Could you give a example codes of general SOCP problem if possible.

Thanks

Johan Löfberg

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Apr 13, 2017, 6:15:22 AM4/13/17
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In what sense is this general? This is as basic as it gets

constraints = [norm(A*x+b)<= c'*x+d]
objective = c'*x;
optimize(constraints, objective)

myathappy

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Apr 13, 2017, 6:31:21 AM4/13/17
to YALMIP
ah,that is just the problem I want to solve. I'll try is as you suggest. Thank you professor.
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