Hi all,

I was wondering if it is possible to model the Frobenius norm of a matrix using a single second order cone constraint in JuMP 0.19 (perhaps by reshaping the matrix).

In JuMP 0.18.5 this was possible via:

@variable(m, X[1:n, 1:m])

@constraint(m, t>=norm(X))

In JuMP 0.19 I can certainly model a Frobenius norm with min(n,m) second order cone constraints, via

@variable(m, t[i=1:n]>=0.0)

@constraint(m, defineSOC[i=1:n], [t[i]; X[i,:]] in SecondOrderCone())

but for performance reasons it would be better to use one SecondOrderCone.

Thanks!