Dear members,
I'm developing a SOCP in yalmip using mosek as solver. I can solve the problem correctly reaching the optimal solution but I have hard time understanding why there are 4 dual variables associated with one SOC? I'm reading the dual variables from the "solveroutput.res.sol.itr.xx". I mean that for each equality, I have one dual variable and for each upper and lower-bounded inequality, I have two associated dual variables. Can someone please explain why for an SOC constraint I have 4 dual variables?
Thank you for your attention.
Best regards,
Andrea