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How to write a conic constraint in GAMS?

Posted: Wed Apr 10, 2019 9:25 pm
by bbiswas
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.

Re: How to write a conic constraint in GAMS?

Posted: Fri Apr 12, 2019 8:19 am
by Fred
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