How to write a conic constraint in GAMS?
Posted: Wed Apr 10, 2019 9:25 pm
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.
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.