I have a mathematical constraint which is a summation of exponential functions: $f = e^{x + y}$. Function $f$ is obviously convex. However, when I include this constraint in my model, MOSEK complains that the constraints with equations $f$ is a non symmetric cone. Upon doing a bit of research, I found notes about Euclidean Jordan Algebra being a unifying algebra for symmetric cones. I have 2 questions, (1) How do I prove that indeed the constraint with functions $f$ belongs in a non symmetric cone? (2) I do not understand how convexity relates to symmetric cones only as required by Euclidian Jordan Algebra. Please help?
2026-03-30 12:02:05.1774872125
nonsymmetric cone and Euclidean Jordan Algebra
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