I want to minimize $f^{T}x$ subject to A|x|<= b. How to do this?
I am aware that it is possible to use second-order cone constraint in Matlab, but how I can get the form I need?
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I want to minimize $f^{T}x$ subject to A|x|<= b. How to do this?
I am aware that it is possible to use second-order cone constraint in Matlab, but how I can get the form I need?