Second order cone program

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Mostafa Nick

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Mar 4, 2013, 8:00:41 AM3/4/13
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I have a set of quadratic constraints as below:

for i=1:timestep

x(i)^2+x((12i+1)^2-x(2i)x((i-1)2+1)<=0

end

 I have written it as follows but I am not sure if the the YALMIP will recognise it as a SOC constraint or not.

for i=1:timestep

Constraints=[Constraints, norm([2x(i);2x((i)*12+1);x(2i)-x((i-1)2+1)])-x(2i)-x((i-1)2+1)<=0

end

Thank you in advance

Johan Löfberg

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Mar 4, 2013, 8:21:49 AM3/4/13
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YALMIP automatically writes norm constraints as SOCPs if possible.

Note that you implicitly constrain x(2i) and x((i-1)2+1) to be positive when you do the formulation with norms and SOCPs.
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