Problem with second order cone constraint

GAMS
1

Hi,
image.png
I wrote the above SOCP constraint as below

cons_cone(i)… sqrt{sqr[x1(i)]} =l= x2(i);

But it is detecting as a nonlinear constraint with MOSEK/CPLEX solvers. What is the problem with it?

Regards,
Vemalaiah

2

I suggest you look at https://www.gams.com/35/docs/UG_LanguageFeatures.html#UG_LanguageFeatures_ConicProgramming. -Michael