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

Image

## Hypograph

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## Clarabel

Clarabel has native support for the radial with the restriction that $\sigma=1$ https://clarabel.org/stable/api_cone_types/

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## 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

Image

Beitragsleitfaden

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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.

Vom Indexierungsmodell aus dem Issue-Text verfasst.

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Tech-Stack
julia
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api
Issue-Typ
Feature
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5/5
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Über eine Woche
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Veraltet
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Muss geklärt werden
Anfängerfreundlichkeit
25/100

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