FileFormats.CBF: support constrained variables

Open odow opened this issue 4 years ago • 0 comments

Writing

Currently, the CBF writer assumes all variables are in the "F" (MOI.Reals) cone. https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/write.jl#L252-L253

We should add support for add_constrained_variables and then dis-allow VectorOfVariables constraints: https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/write.jl#L194 since we end up writing VectorOfVariables constraints as a affine-in-set anyway: https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/write.jl#L55-L61

Reading

This should be changed to add_constrained_variable: https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/read.jl#L155-L159

Jun 21 '21 07:06 odow