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How to solve SOCP program on MATLAB?

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Ruchika Sehgal
Ruchika Sehgal on 7 Jul 2020
Answered: Alan Weiss on 7 Jul 2020
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).

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Answers (1)

Alan Weiss
Alan Weiss on 7 Jul 2020
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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