MathOptInterface.jl
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jump-dev
A data structure for mathematical optimization problems
Closes #1233 Both SCS and COSMO (and maybe others) support hyper-rectangle sets.
~~The power cone in MOI is only 3-dimensional, but in some places it is defined in a much more general way, such as in the Conic Benchmark Format (see [CBF...
Closes #1805 I've implemented these in MiniZinc: https://github.com/jump-dev/MiniZinc.jl/pull/13, but I don't know if we should add to MOI. They're a little harder to write MILP bridges for, and unlike Indicator,...
QuadtoSOC computes a cholesky factorization, which fails when the Q matrix is positive semidefinite but not positive definite: https://github.com/jump-dev/MathOptInterface.jl/blob/8c8636f47cbcd0bda8494ac9dcb852df75e2bcc5/src/Bridges/Constraint/bridges/quad_to_soc.jl#L71-L85 Per @dpo we could use [LDLFactorizations](https://github.com/JuliaSmoothOptimizers/LDLFactorizations.jl) with a pivot tolerance of...
If a bridge adds a constraint that needs a bridge that `need_final_touch` then it will modify the `needs_final_touch` being iterated over https://github.com/jump-dev/MathOptInterface.jl/blob/95a73a074c08a2e46820cae4a6522b34de6bb460/src/Bridges/Constraint/map.jl#L321-L334 In that case, we might not call `final_touch`...
Updated list | Constraint Bridge | ConstraintPrimal | ConstraintDual | | ----------------- | ---------------- | -------------- | | GreaterToIntervalBridge | x | x | | LessToIntervalBridge | x | x...
Background: https://github.com/jump-dev/Dualization.jl/issues/90 and a [discourse discussion](https://discourse.julialang.org/t/modifying-coefficient-of-quadratic-term-in-objective-function/51622) `MOI.modify` makes in-place modifications of the coefficients of a function. Through `MOI.ScalarCoefficientChange` it is possible to modify the linear terms of a `ScalarQuadraticFunction`, but...
```Julia julia> using GLPK julia> GLPK.MOI.Test.test_model_LowerBoundAlreadySet( GLPK.Optimizer(), MOI.Test.Config() ) julia> GLPK.MOI.Test.test_model_LowerBoundAlreadySet( MOI.Bridges.full_bridge_optimizer(GLPK.Optimizer(), Float64), MOI.Test.Config(), ) Test Failed at /Users/oscar/.julia/dev/MathOptInterface/src/Test/test_model.jl:815 Expression: MOI.add_constraint(model, f, set2) Expected: MathOptInterface.LowerBoundAlreadySet{MathOptInterface.Semicontinuous{Float64}, MathOptInterface.GreaterThan{Float64}}(MathOptInterface.VariableIndex(1)) No exception thrown ERROR:...
the documentation of the `MatrixOfConstraints` section is API-oriented with each function presented separately. It could help to add an example to build a `MatrixOfConstraints` from matrices and RHS à la...
Alternative to #1787. I think this is preferable as it's more correct in allowing other bounds to be set, even if it's a little slower by adding scalar affine inequalities...