Hey all!

Quick question (it is quite likely this question has a simple solution), but I’m working on doing a quick overhaul of some code for a paper. The original code was written on JuMP .17/.18, but with some of the breaking changes in .19, I’m having a hard time fixing stuff up.

In particular, in the original case, I had an affine expression which needed to belong to the second-order cone, but doing the replacements mentioned in the `NEWS.md`

file and suggested by the errors yields the following statement:

```
ERROR: Constraints of type MathOptInterface.VectorAffineFunction{Float64}-in-MathOptInterface.SecondOrderCone are not supported by the solver and there are no bridges that can reformulate it into supported constraints.
```

It seems that having an affine expression is (now) not supported(?) unless I’m missing something simple, so I’m wondering if there is a straightforward way of rephrasing this constraint in a way that JuMP will generate the corresponding conic program?

It is possibly quite simple to do directly (by adding a new dummy variable constrained to be equal to the affine expression), but—considering the current size of the program—I don’t want to double the number of variables.

A simple MWE:

```
using JuMP
import Gurobi
A = randn(2, 2)
m = Model(with_optimizer(Gurobi.Optimizer))
@variable(m, v[1:2])
@constraint(m, A*v ∈ SecondOrderCone())
@objective(m, Max, sum(v))
solve!(m)
```

Thanks!