Please Check the Solution is right or not 5.43 Dual of SOCP. Show that the dual
ID: 3147340 • Letter: P
Question
Please Check the Solution is right or not
5.43 Dual of SOCP. Show that the dual of the SOCP minimize subject to f'r IAix + billa-dx + di, -1, . . . , m, with variables r ER", can be expressed as maximize subject to 'n.bTui-divi) (ATui-city) + f = 0 with variables ui E Rni, Vi E R, i = 1, . . . , m. The problem data are f E R", Ai E Rn(Xn, bi E Rri , ci E Rand di E R, i = 1,..,,m. Derive the dual in the following two ways (a) Introduce new variables yi E R and ti E R and equalities yAtx + bi, ti- x + di, and derive the Lagrange dual. (b) Start from the conic formulation of the SOCP and use the conic dual. Use the fact that the second-order cone is self-duaExplanation / Answer
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