Zohar Levi
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Recent activity by Zohar Levi-
How to formulate the SOC constraint ‖A x + b‖₂ ≤ t as a convex quadcon in MATLAB?
AnsweredI’m using Gurobi from MATLAB, which only exposes linear constraints and quadratic constraints (`model.quadcon`) with the requirement that the quadratic form be convex (Q ⪰ 0). I need to model the s...
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Warning: to get QCP duals, please set parameter QCPDual to 1
AnsweredI don't want the duals, and I set QCPDual to 0. Why is this a warning?
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Vectorize quadcon in matlab for many cones
AnsweredI have a socp with millions of cones.It seems that currently, it's only possible to add a quadcon one-by-one in a loop. This is effective only for small problems:Moreover, a formulation of a cone m...