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:: Lorentz cone

 [ Lorentz cone ]

The Lorentz cone, also called second order cone or ice-cream cone, is the set Cn of vectors in IRn such that the Euclidian norm of the n-1 first components is less than or equal to the nth component:

 Cn = {  [uT v]T  s.t.  u є IRn-1 ,  v є IR   and   ||u||≤v }

This cone arises in the conic constraints of Second Order Cone Programs (SOCP).



See also : Ice-cream Cone, Risk Filtering, SDP, Second Order Cone, SOCP,