Quadratic constraints to second-order conic ones

In the previous post we discussed how we can project onto the epigraph of the squared norm. However, when in an optimisation problem we encounter constraints of the form

\begin{aligned} (x,t)\in \mathrm{epi}_{\|{}\cdot{}\|^2} \end{aligned}

That is, quadratic constraints (of the form $\|x\|^2 \leq t$), these can be converted to second-order conic constraints. Continue reading →

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