SOCP with Vector{GenericAffExpr}

[mposs]

Hi

Is it possible to add a SOCP constraint to Gurobi through JuMP using

@constraint(model, vec in SecondOrderCone())

where vec is a Vector{GenericAffExpr{Float64,VariableRef}} ?

I got the impression it is possible adding the bridge that allows VectorAffineFunction -in- SOC (as discussed here) but I don’t get how to add that bridge.

Best,

Michael.

[blegat]

You can do it with the add_bridge function with the SOCtoNonConvexQuadBridge:

add_bridge(model, MOI.Bridges.Constraint.SOCtoNonConvexQuadBridge)

[mposs]

Thanks!