socc function

Definition of second-oder cone inequality constraints

This function is the interface to the reference class SOCC for creating second-oder cone constraints.

socc(F, g, d, f)

Arguments

• F: Object of class "matrix": The matrix appearing in the norm-expression on the left-hand side of a second-order cone constraint.
• g: Object of class "numeric": The vector appearing in the norm-expression on the left-hand side of a second-order cone constraint.
• d: Object of class "numeric": The vector appearing on the right-hand side of a second-order cone constraint.
• f: Object of class "numeric": The scalar appearing on the right-hand side of a second-order cone constraint.

Details

A second-order cone constraint is given as c("$|| Fx + g ||_2 \\le d'x\n$", "$+ f$"). The matrix $G$ is created as $G = [-d, -F]$ and the vector $h$ is constructed as $h = [f, g]$.

Returns

List with elements: conType, G and h.