A second-order cone program is a convex optimization problem of the form minimize f T x {\displaystyle \ f^{T}x\ } subject to ‖ A i x + b i ‖ 2 ≤ c i T x + d i, i = 1, …, m {\displaystyle \lVert A_{i}x+b_{i}\rVert _{2}\leq c_{i}^{T}x+d_{i},\quad i=1,\dots,m} F x = g {\displaystyle Fx=g\ } where the problem parameters are f ∈ R n, A i ∈ R n i × n, b i ∈ R n i, c i ∈ R n, d i ∈ R, F ∈ R p × n {\displaystyle f\in \mathbb {R} ^{n},\ A_{i}\in \mathbb {R} ^{{n_{i}}\times n},\ b_{i}\in \mathbb {R} ^{n_{i}},\ c_{i}\in \mathbb {R} ^{n},\ d_{i}\in \mathbb {R},\ F\in \mathbb {R} ^{p\times n}}, and g ∈ R p {\displaystyle g\in \mathbb {R} ^{p}}. Wikipedia