Second-order cone programming

@article{Alizadeh2003SecondorderCP,
  title={Second-order cone programming},
  author={Farid Alizadeh and Donald Goldfarb},
  journal={Mathematical Programming},
  year={2003},
  volume={95},
  pages={3-51}
}
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems that do not fall into these three categories. These latter problems model applications from a broad… 
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