Hi Dear All,

I have some problem with modeling a SOCP.

how can I code these constraints?

Regards.

Hi Dear All,

I have some problem with modeling a SOCP.

how can I code these constraints?

Regards.

The left-hand side of each constraint shows the two-norm of a vector. See the following link, which will help you transform them. Also, you’ll want to use the sqrt() and power() commands in GAMS. Alternatively, you can square both sides and avoid the sqrt() representation.

Thank you very much for your help