Hi,
I wrote the above SOCP constraint as below
cons_cone(i).. sqrt{sqr[x1(i)]} =l= x2(i);
But it is detecting as a nonlinear constraint with MOSEK/CPLEX solvers. What is the problem with it?
Regards,
Vemalaiah
Problem with second order cone constraint
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Problem with second order cone constraint
Best Regards,
Kasi Vemalaiah
Kasi Vemalaiah
Re: Problem with second order cone constraint
I suggest you look at https://www.gams.com/35/docs/UG_Languag ... rogramming. -Michael