### Author:  [@nitu0317](https://discourse.julialang.org/u/nitu0317)
#### Post date: [March 13, 2019, 8:42am UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/1 "2019-03-13T08:42:39Z")
I failed to add SOCP constraint to my model with gurobi solver after updating JuMP to 0.19.
Since `norm` is no longer supported, I tried the example provided in documentation,
```julia
using JuMP,Gurobi,MathOptInterface
env = Gurobi.Env()
model = Model(with_optimizer(Gurobi.Optimizer, env))
@variable(model, x)
@variable(model, t)
#@constraint(model, norm([x-1, x-2]) <= t)
@constraint(model, [t, x-1, x-2] in SecondOrderCone())
print(model)
JuMP.optimize!(model)
```
But the error message says
```julia
ERROR: LoadError: Constraints of type MathOptInterface.VectorAffineFunction{Float64}-in-MathOptIInterface.SecondOrderCone are not supported by the solver and there are no bridges that can refrormulate it into supported constraints.
```
Please help on this.
---
### Author:  [@blegat](https://discourse.julialang.org/u/blegat)
#### Post date: [March 13, 2019, 12:00pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/2 "2019-03-13T12:00:59Z")
For Gurobi you need to enter it as a quadratic constraint. The transformation from SOC to quadratic is currently discussed here:
>
>
> Adds a SOCtoQuad bridges which allows to use the
> \`\`\`julia
> @constraint(model, \[…t, x, y\] in SecondOrderCone())
> \`\`\`
> with solvers expecting SOC constraint in quadratic form (e.g. \[LQOI\](https://github.com/JuliaOpt/LinQuadOptInterface.jl) solvers).
>
> It also add missing methods in MOIU for quadratic functions.
> While doing this, I noticed, that the \`\_pair\` and \`\_canonicalize\` functions of \`src/functions.jl\` were doing the same thing than \`MOIU.termindices\` and \`MOIU.coefficient\`. Hence I moved \`coefficient\` and \`termindices\` (rename \`term\_indices\` following the style guide) to MOI and renamed and documented \`\_pair\` into \`term\_pair\`.
> I also noticed that we have both \`MOI.\_constant\` and \`MOIU.\_constant\` hence I have removed \`MOIU.\_constant\`. We should still replace this by a function with a better name and doc but this will not be addressed in this PR.
>
> Closes https://github.com/JuliaOpt/MathOptInterfaceBridges.jl/issues/92
We try to make a decision about this during this afternoon collaboration time at JuMP-dev.
---
### Author:  [@anubhavratha](https://discourse.julialang.org/u/anubhavratha)
#### Post date: [August 30, 2019, 3:26pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/3 "2019-08-30T15:26:38Z")
Hi, new to Julia and JuMP here, but really enjoying it so far.
Unfortunately, I am a bit stuck with this issue and would be happy to know how the dev plan for SOCtoQuadBridge look like at the moment?
As I try to convert an old (but working fine) Python code to Julia, I run into the issue that Gurobi in JuMP cannot automatically reformulate constraints of form `x^2 + y^2 <= z^2, z >= 0` (“Q-matrix” is not PSD but has only 1 negative eigenvalue, so I believe this constraint should be SOC representable). It throws the error that “Q-matrix is not PSD”.The equivalent constraint in the GurobiPy API does result in an “optimal” solution.
A minimal example is posted below. For my larger problem, unfortunately, MOSEK with the `SecondOrderCone()` constraint is not working well as Mosek solver stalls (JuMP status: SLOW\_PROGRESS, Mosek status: Mosek.MSK\_RES\_TRM\_STALL).
It is possible that I am doing something wrong.
Many thanks in advance for your help.
```julia
using JuMP, Mosek, MosekTools, Gurobi
#Uncomment for Gurobi
m = Model(with_optimizer(Gurobi.Optimizer, Presolve=0, OutputFlag=1, DualReductions=0))
#Uncomment for Mosek
#m = Model(with_optimizer(Mosek.Optimizer,MSK_IPAR_LOG=1,MSK_DPAR_INTPNT_CO_TOL_REL_GAP=1.0e-10))
@variable(m, x)
@variable(m, y)
@variable(m, z)
@constraint(m, z >= 0)
@constraint(m, 1 <= x <= 3)
@constraint(m, 1 <= y <= 3)
#Uncomment for Gurobi
@constraint(m, x*x + y*y <= z*z)
#Uncomment for Mosek
#@constraint(m, [z,x,y] in SecondOrderCone())
@objective(m, Min, x+y)
optimize!(m)
status = termination_status(m)
println(status)
println(JuMP.value(x))
println(JuMP.value(y))
println(JuMP.value(z))
```
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [August 30, 2019, 6:27pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/4 "2019-08-30T18:27:10Z")
You should use bounds instead of constraints.
```julia
@variable(m, 1 <= x <= 3)
@variable(m, 1 <= y <= 3)
@variable(m, z >= 0)
```
Gurobi can’t preserve your constraints to prove `z >= 0` .
`SecondOrderCone` support is coming. See [https://github.com/JuliaOpt/Gurobi.jl/pull/231](https://github.com/JuliaOpt/Gurobi.jl/pull/231)
---
### Author:  [@anubhavratha](https://discourse.julialang.org/u/anubhavratha)
#### Post date: [August 30, 2019, 6:52pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/5 "2019-08-30T18:52:48Z")
Thanks so much, Oscar. It works now for my larger problem too. Looking forward to and following updates on the `SecondOrderCone` support for Gurobi.
---
### Author:  [@wenqi\_kou](https://discourse.julialang.org/u/wenqi_kou)
#### Post date: [September 27, 2019, 5:55am UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/6 "2019-09-27T05:55:59Z")
Hi Oscar, is `SecondOrderCone` supported by Gurobi now?
As you said " Gurobi can’t preserve constraints to prove `z >= 0` ", I have a similar issue. But my constraint `z >= 0` is in a loop, so I cannot use bound since I cannot attach same name variable to my model. If so, any better way to solve this problem? Thanks in advance.
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [September 27, 2019, 1:21pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/7 "2019-09-27T13:21:47Z")
Yes. It just needs a new tag: [Bump version by odow · Pull Request #259 · jump-dev/Gurobi.jl · GitHub](https://github.com/JuliaOpt/Gurobi.jl/pull/259)
For now, you could try `] add Gurobi#master`.
> But my constraint `z >= 0` is in a loop, so I cannot use bound since I cannot attach same name variable to my model. If so, any better way to solve this problem?
You want to use the anonymous syntax:
```Julia
z = @variable(model, lower_bound = 0)
```
See: [Variables · JuMP](https://www.juliaopt.org/JuMP.jl/v0.20.0/variables/#Anonymous-JuMP-variables-1)
---
### Author:  [@wenqi\_kou](https://discourse.julialang.org/u/wenqi_kou)
#### Post date: [September 27, 2019, 1:38pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/8 "2019-09-27T13:38:12Z")
I am sorry. I am new here. What do you mean `] add Gurobi#master` here? Can you explain more? Thanks!
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [September 27, 2019, 1:52pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/9 "2019-09-27T13:52:44Z")
Open the Julia REPL and type
```plaintext
julia> ] add Gurobi#master
```
This will install the latest version of Gurobi.jl. E.g.,
---
### Author:  [@wenqi\_kou](https://discourse.julialang.org/u/wenqi_kou)
#### Post date: [September 27, 2019, 4:53pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/10 "2019-09-27T16:53:59Z")
Thanks but julia return this:
and here is my Pkg.status():
What should I do?
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [September 27, 2019, 7:14pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/11 "2019-09-27T19:14:12Z")
Try running `] up` first. You need JuMP 0.20
---
### Author:  [@wenqi\_kou](https://discourse.julialang.org/u/wenqi_kou)
#### Post date: [September 27, 2019, 8:25pm UTC](https://discourse.julialang.org/t/second-order-cone-constraint-in-jump-0-19-with-gurobi-solver/21813/12 "2019-09-27T20:25:37Z")
It works now! Thank you so much, Oscar.