JuMP.jl
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Ease addition of matrix cones
The PSDCone allows to easily add MOI.PositiveSemidefiniteConeTriangle and MOI.PositiveSemidefiniteConeSquare.
There are several other matrix cones, that should work exactly like PSDCone for consistency:
-
SemidefiniteInterval,SemidefiniteGreaterThanandSemidefiniteLessThanthat createMOI....TriangleandMOI....Square, see https://github.com/JuliaOpt/MathOptInterface.jl/issues/942 -
EigenvalueInterval,EigenvalueGreaterThanandEigenvalueLessThanthat createMOI....TriangleandMOI....Square, see https://github.com/JuliaOpt/MathOptInterface.jl/issues/942 -
SumOfSquares.DDConethat createSumOfSquares.DiagonalyDominantConeTriangleandSumOfSquares.DiagonalyDominantConeSquare -
SumOfSquares.SDDConethat createSumOfSquares.ScaledDiagonalyDominantConeTriangleandSumOfSquares.ScaledDiagonalyDominantConeSquare
To allow reusing the code for PSDCone between these different sets we can create a AbstractSymmetricMatrixCone set and the function triangle_vectorized_cone and square_vectorized_cone and then all the code should work for any AbstractSymmetricMatrixCone.
Requires https://github.com/JuliaOpt/MathOptInterface.jl/issues/942