Boxed Ellipsoids
Type: Selection
Range: The settings listed below
Default: Off
In case the robust counterpart is a second-order cone program (SOCP), the solver might sometimes face difficulties solving it. To improve convergence properties of the barrier algorithm used by the solver, it sometimes helps to add an enclosing box for each ellipsoid that defines an ellipsoidal uncertainty constraint (or region).
Possible values are:
On
Off
Note
Option Transform Ellipsoids can also be used to improve numerical stability.
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