# Questions tagged [socp]

Second-order cone programming (SOCP).

27 questions
Filter by
Sorted by
Tagged with
0answers
19 views

### Comparisons of Solving Speed of QP & SOCP

For two same scale optimization problem, quadratic programming (QP) and second-order cone programming (SOCP), which one is faster to solve? As far as I know, the computational complexity of QP and ...
1answer
55 views

### Is there a second-order conic relaxation method for the bilinear term $z=xy$? [closed]

I hope to find a second-order conic (SOC) relaxation for $z = xy$, but it seems very hard.
1answer
40 views

### Change of variables in QCLP

Is there any change of variables that makes the following optimization problem easier to solve? \begin{align} \max_{x\in\mathbb{R}^n,t\in\mathbb{R}}\quad & c^\top x,\\ \mbox{s.t.}\quad\quad & ...
1answer
43 views

### Convexity of the logarithmic barrier function of SOCP

The logarithmic barrier function for second-order cone programming (SOCP) is usually $$F(x) = \log \left( x_n^2 - x_1^2-\cdots - x_{n-1}^2 \right)$$ How to prove its convexity? The Hessian is too ...
0answers
33 views

### What methods can solve SOCP problems?

What methods can solve SOCP problems? I need at least few different. By: https://en.wikipedia.org/wiki/Second-order_cone_programming it seems that the problem "reduces" to simpler problems, but I'...
1answer
50 views

### Why is this problem (multiuser transmit beamforming problem) an SOCP?

I am reading this article, in which the authors state that the problem \begin{equation*} \begin{aligned} & \min_{\mathbf w_1 \cdots \mathbf w_K} \sum_{k = 1}^K ||\mathbf w_k||_2^2\\ & \text{s....
1answer
130 views

0answers
29 views

1answer
1k views