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SOC Constraint in cplexmiqcp

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Nazanin Madani
Nazanin Madani on 12 Aug 2019
Commented: Nazanin Madani on 25 Aug 2019
I am trying to solve a problem which has a second-order cone constraint as follow
The code that I have is:
Qij= cell(1,J);
for j=1:J
The problem is with 'l', when it is zero, it works fine but when I put it as above it says that Q is not positive semi-definite.
Can anyone help me?


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Nazanin Madani
Nazanin Madani on 20 Aug 2019
Hello Urmila,
I=10, J=5, Gamma=8.2456, and xinom=[49 29 23 40 18 17 48 13 15 31].

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Answers (1)

Urmila Rajpurohith
Urmila Rajpurohith on 23 Aug 2019
You mentioned that your code is working fine for I=0 but when I tried with I=0, I got the error:
Unable to perform assignment because the size of the left side is 0-by-0 and the size of the right side is 10-by-10
for the line:
When I is not equal to 0, the determination of positive definiteness depends on the values provided as input. Try manually checking whether the matrix you obtain is positive semi definite or not.

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Nazanin Madani
Nazanin Madani on 25 Aug 2019
Hi, thank you for your reply. I was talking about
which indicates the small L in the SOC constraint, I should have been more clear.

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