alphaville / optimization-engine

Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support
https://alphaville.github.io/optimization-engine/
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Support second-order cone #67

Closed alphaville closed 5 years ago

alphaville commented 5 years ago

Is your feature request related to a problem? Please describe. Implement a constraint structure for second-order cones.

Describe the solution you'd like Use the following theorem:

Screenshot from 2019-07-20 11:52:17

from H.H. Bauschke's 1996 doctoral dissertation: Projection Algorithms and Monotone Operators (p. 40, Theorem 3.3.6).

Describe alternatives you've considered None

Additional context None