Hi,
What is the best way of inputing SOCP constraints directly? I tried using the traditional
x^TAx >= y
and got the error “Disciplined convex programming error:
Invalid constraint: {convex} >= {real affine}”
I also tried using a semidefinite constraint with one row and column as variables, but I think that reformulates it as an SDP constraint + affine constraints, which defeats the purpose of computational efficiency of the SOCP reformulation.
Is there a more direct way, where I can “force” the constraint to be an SOCP? Also, is there a way that I can actually see the reformulation, right before CVX solves it?
Thanks!