
john zhang
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how to formulate a KKT complementarity condition for second order cone constraint?
AnsweredI have a second order cone constrint, i.e. P^2 + Q^2 <= vl. Then I am trying to write a KKT complementarity condition, i.e. \lambda * (P^2 + Q^2 - vl) == 0. However, gurobi seems like not supportin...