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.
How to write a conic constraint in GAMS?
Re: How to write a conic constraint in GAMS?
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
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