How to write a conic constraint in GAMS?

Problems with modeling
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bbiswas
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How to write a conic constraint in GAMS?

Post by bbiswas » 5 months ago

Hello,
I need to add a conic constraint in my model. For example, the constraint is ||2A, 2B, C-D||<= C+D. The order of the conic is 2. How to write that in the GAMS language?
Thank you.

Fred
Posts: 158
Joined: 2 years ago

Re: How to write a conic constraint in GAMS?

Post by Fred » 5 months ago

Hi,

There is a section on Conic Programming in the documentation. Maybe that gives you some useful hints.
https://www.gams.com/latest/docs/UG_Lan ... rogramming

I hope this helps!

Fred

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