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implement more complete conic algorithm that can return unbounded certificates and distinguish primal or dual infeasibility

Open chriscoey opened this issue 6 years ago • 1 comments

solves auxiliary conic problems if necessary, with some zeroed-out b, c, or h. see https://epubs.siam.org/doi/pdf/10.1137/15M1049415

chriscoey avatar Jul 30 '19 20:07 chriscoey

maybe want to define an "unbounded certificate" in MOI:

  • primal unbounded certificate is a feasible primal point plus a primal improving ray
  • dual unbounded certificate is feasible dual point plus a dual improving ray

primal AND dual infeasibility would yield primal and dual improving rays

chriscoey avatar Jul 30 '19 20:07 chriscoey