Second Order Cones: Convex Optimization With Quadratic Constraints
A second order cone (SOC) is a convex set in Euclidean space defined by a quadratic inequality. It consists of all points satisfying the condition xᵀQx ≤ 2bᵀx + c, where Q is a positive semidefinite matrix, b is a vector, and c is a scalar. SOCs are commonly used in convex optimization problems involving … Read more