Azadeh Farsi

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  • second order cone contraint

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    Hello,  I want to solve a model in gurobipy and I am dealing with the following constraint: \begin{equation} - (\sum_{\tau=1}^t x_\tau + \sum_{\tau=2}^t (X_\tau) \mu - t\mu) \leq F^{-1}(\alpha)\sqr...