How to solve SOCP program on MATLAB?
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I am trying to solve a program with some linear inequalities and with norm-2 constraint. How to solve such programs on MATLAB?
Is there a specefic function for it? (For example: to solve LP, we have linprog in MATLAB).
回答（2 个）
Steve Grikschat
2020-9-18
1 个投票
As of R2020b, Optimization Toolbox now has a dedicated solver for second-order cone programming:
coupled with a function to make a second-order cone constraint
For examples see
Alan Weiss
2020-7-7
0 个投票
Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either directly in fmincon or after reformulation in quadprog.
Alan Weiss
MATLAB mathematical toolbox documentation
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2020-7-7
2020-9-18
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