jump-dev / jump-dev/MathOptInterface.jl

Add n-dimensional PowerCone

Ouverte
#2,629 2 commentaires 0 réactions 0 personnes assignées Voir sur GitHub
Type: Set Request
Langage dominant
Julia
Étoiles
504
Forks
101
Merge moyen
6 h 26 min
PR mergées (30 j)
22

Description

@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

Image

## Clarabel

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

Image

## 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

Guide de contribution

Aucun guide de contribution indexé pour ce dépôt

Évaluation

Cette issue n'a pas encore été évaluée.

Recevez les nouvelles issues par e-mail

Un résumé court des issues GitHub adaptées aux débutants.