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cccp (version 0.3-1)

socc: Definition of second-oder cone inequality constraints

Description

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

Usage

socc(F, g, d, f)

Value

List with elements: conType, G and h.

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 \(|| Fx + g ||_2 \le d'x + f\). The matrix \(G\) is created as \(G = [-d, -F]\) and the vector \(h\) is constructed as \(h = [f, g]\).