I'm now working on implementation of a optimization which will need SOCP Constraint, as some sort of
||x||_2<=K
Of course, I know we can put as x*x<=K^2, but SOCP should have faster solution in my opinion as it's a classical problem with tons of optimized code on this.
Can anyone help me on how to write correct norm constraint in DOCplex? I have tried square root (**0.5) and it's not working.
Hi community!
I'm now working on implementation of a optimization which will need SOCP Constraint, as some sort of
||x||_2<=KOf course, I know we can put as
x*x<=K^2, but SOCP should have faster solution in my opinion as it's a classical problem with tons of optimized code on this.Can anyone help me on how to write correct norm constraint in DOCplex? I have tried square root (**0.5) and it's not working.
Thanks in advance.