Hi all,
I was using Gurobi to solve a problem with some second-order conic constraints (other constraints are linear). The objective function is quadratic, and I made it into the form of another soc constraint. However, I got the message from JuMP: “We currently do not support ranged constraints with conic solvers”
The SOC constraints look like this in 184 and 185:
Anyone know how to make the code work? Thank y’all.