[SCIP] About program for SOCP with C++

[Jakob Witzig]

Hi Shirai,

your first intuition to use the mentioned functions correct but you will 
need some more, e.g., SCIPcreateProbBasic. A complete list all function 
can be found in the documentation: http://scip.zib.de/doc/html/

I think a good starting point could be the SCIP example: 
http://scip.zib.de/doc/examples/CallableLibrary/ and especial the source 
code of cicle.c 
(http://scip.zib.de/doc/examples/CallableLibrary/circle_8c_source.php#l00049) 
where SOCs are used too.

Best,
Jakob

Am 16.12.2015 um 08:40 schrieb Satoshi Shirai:
> Dear,
>
> I want to solve SOCP.
> But I don't understand how to program to solve it with C++.
>
> maximize 	a^T z
> subject to	A1 x + A2 z = t
> 		|| B x || <= u^T x
>
> where
>
> a, z \in R^2
> x, u \in R^9
> A1 \in R^{6*9}
> A2 \in R^{6*2}
> B  \in R^{9*9}
>
>
> I think to use the following function mainly, right?
> I have read the documents
> but I still don't know how to use suitable for the problem.
>
> SCIPcreateVar()
> SCIPcreateConsLinear()
> SCIPcreateConsSOC()
>
>
> Regards,
> Shirai
>


-- 
Jakob Witzig

Konrad-Zuse-Zentrum für
Informationstechnik Berlin (ZIB)

Division Mathematical Optimization and Scientific Information
Research Group Mathematical Optimization Methods

Takustrasse 7
14195 Berlin

Tel. : +49 (0)30 84185-416
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email: witzig at zib.de