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YALMIP

YALMIP -> QP to SOCP
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TOPIC: YALMIP -> QP to SOCP
#5630
YALMIP -> QP to SOCP 1 Year, 10 Months ago Karma: 0
Dear all,

users.isy.liu.se/johanl/yalmip/pmwiki.ph...QuadraticProgramming states that "YALMIP automatically detects that the objective is a convex quadratic function, and solves the problem using any installed QP solver. If no QP solver is found, the problem is converted to an SOCP".

I would really appreciate if someone could answer these two questions:
1. how to force Yalmip to convert QP to SOCP?
2. how to access the SOCP formulation (in the case when Yalmip converts QP to SOCP)?

Thank you.

Kind regards,
Aspwy
aspwy
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#5631
Re: YALMIP -> QP to SOCP 1 Year, 10 Months ago Karma: 32
1. Force YALMIP to use sedumi or sdpt3 through the sdpsettings argument

2. The numerical data? Use the export command, and select the solver to be sedumi/sdpt3 as above
lofberg
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#5633
Re: YALMIP -> QP to SOCP 1 Year, 10 Months ago Karma: 0
Lofberg, thank you very much!

lofberg wrote:

2. The numerical data? Use the export command, and select the solver to be sedumi/sdpt3 as above

2. Exporting to SeDuMi format works nicely, thanks much. I went through the wiki for export command and I noticed there is no "symbolic" export, but one can generate it (if not lazy ) from "numerical" export.

Kind regards and thanks again,
Aspwy
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#5634
Re: YALMIP -> QP to SOCP 1 Year, 10 Months ago Karma: 32
Well, you can convert to a YALMIP model, although pretty useless since it doesn't say much

objective = x'*Q*x
auxvar = sdpvar(1);
Constraints = [Constraints, objective < t];
Constraints = convertquadratics(Constraints);
objective = auxvar;
lofberg
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