Friday, March 19, 2010

A conic quadratic representable set.

Assume you have the problem

min v
st.   |x|^3 / y^2 <= v, y>=0

A customer asked me if that can be formulated as conic quadratic problem. Indeed it can and my solution is

z^2  <=  2ty
2t      <= a
a^2   <= 2 uv
z         =  2u
x       <= z
-x      <= z
0       <= y,t,u,v

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