alphaville / alphaville/optimization-engine

Additional constraints

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#333 1 則留言 0 個 reaction 已指派 1 人 已被 @alphaville 認領 在 GitHub 檢視
enhancement python rust
主要語言
Rust
星號
648
分支
71
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30 天內沒有已合併 PR

描述

**Is your feature request related to a problem? Please describe.**
We can expand our library of constraints with a few more sets. We can consider sets of the following types:

- Epigraph of the squared Euclidean norm as in [this example](https://mathematix.wordpress.com/2017/05/02/projection-on-the-epigraph-of-the-squared-euclidean-norm/)
- Balls of $\\|{}\cdot{}\\|_p$, for $p\in[0, \infty)$ (yes, for $p<1$ as well) following [this paper](https://arxiv.org/pdf/2203.00564.pdf)
- Affine spaces of the form $\\{x: Ax = b\\}$, but where $A$ is a linear operator rather than a matrix (in Rust, this will be a closure)

Any additional constraints we could support? Comment below.

**Describe the solution you'd like**
We should implement these in Rust first, test them, and the take care of the code generation too.

### Progress

- Affine space
- [x] in Rust
- [x] in opengen
- Epigraph of squared Euclidean norm
- [x] in Rust (see #384)
- [ ] in opengen
- $\ell_p$-ball
- [x] in Rust (see #383)
- [ ] in opengen

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