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Dear Löfberg
I am building up the SOCP model like the picture, but after I use the cplex and gurobi as the solver, it has a warning that "Solver not applicable".
And I found that the problem maybe the equation(11), because I set the constraints only including the equation(11), and it gets "Solver not applicable".
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And my version is the MATLAB2016b, cplex12.9, yalmip is the latest version.
Johan Löfberg
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Apr 25, 2019, 1:58:00 AM4/25/19
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This model is not convex, and not SOCP represetable
optimize([x^2+ y^2<= z*w])
This is though
optimize([x^2+ y^2<= z*w,z>=0,w>=0])
YALMIP will detect that you are modelling a rotated SOCP cone, but for efficiency in larger models, you should model that manually, norm([z-w;2*x;2*y]) <= z + w or even more efficiently cone([z+w;z-w;2*x;2*y])
With cplex 12.9, you must use the develop branch of YALMIP
LIESEA LEUNG
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Apr 26, 2019, 3:38:32 AM4/26/19
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Thanks,after adding [z>=0], it works. But if I use the efficiency model like norm([z-w;2*x;2*y]) <= z + w or cone([z+w;z-w;2*x;2*y]) , could gurobi solve it?
Johan Löfberg
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Apr 26, 2019, 6:12:44 AM4/26/19
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