jump-dev / jump-dev/MathOptInterface.jl
Add n-dimensional PowerCone
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Beschreibung
@lkapelevich and @HFriberg have been emailing me about the upcoming CBF v4, https://cblib.zib.de/doc/format4.pdf, which proposes to add an n-dimensional PowerCone.
We've talked about this somewhat before: https://github.com/jump-dev/MathOptInterface.jl/issues/977
There are two proposed variants (plus their dual cones).
I have no strong feelings on which ones (if any) we should adopt. But I'd like to somewhat reign in having a litany of very similar cones.
## Radial
## Hypograph
## Clarabel
Clarabel has native support for the radial with the restriction that $\sigma=1$ https://clarabel.org/stable/api_cone_types/
## Hypatia
Hypatia has both https://jump.dev/Hypatia.jl/stable/api/cones/#Hypatia.Cones.GeneralizedPower and https://jump.dev/Hypatia.jl/stable/api/cones/#Hypatia.Cones.HypoPowerMean
## Mosek
Mosek has support for radial: https://docs.mosek.com/latest/capi/alphabetic-functionalities.html#mosek.task.appendprimalpowerconedomain
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Rechercherichtung
Start by reading issue #977 and the linked CBF v4, Clarabel, Hypatia, and Mosek cone definitions. No repository files or tests are named, so first identify the existing cone interfaces and decide which radial or hypograph variant, including duals, is appropriate. Done means the selected n-dimensional PowerCone design is implemented consistently with the project’s existing cone API and validated by its tests.
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