How to model affine cone constraint using secondordercone() with coneprog() solver?

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Zakir Hussain Shaik 2023-9-8

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https://ww2.mathworks.cn/matlabcentral/answers/2018626-how-to-model-affine-cone-constraint-using-secondordercone-with-coneprog-solver

编辑： Zakir Hussain Shaik 2023-9-9

Let say I have conic constraint that is translated by a constant, say for example the constant be 1, given by

How to model this constraint using secondordercone() ? I know we can do such constraint using CVX/YALMIP. But I wanted to know is it possible to with coneprog solver.

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Answer 1

Matt J 2023-9-8

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https://ww2.mathworks.cn/matlabcentral/answers/2018626-how-to-model-affine-cone-constraint-using-secondordercone-with-coneprog-solver#answer_1305791

编辑：Matt J 2023-9-8

在 MATLAB Online 中打开

Perhaps as follows:

socConstraint.A=blkdiag(A,constant);
socConstraint.b=zeros(n+1,1);
socConstraint.d=[d;0];
socConstraint.gamma=0;
lb=[lb;1]
ub=[ub;1]

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Zakir Hussain Shaik 2023-9-9

编辑：Zakir Hussain Shaik 2023-9-9

Thank you that helped. I realized from your approach that we can also introduce equality constraint on the new slack variable ((n+1)^th term) to be 1.

In the above equation c is any constant.

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