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Ease addition of matrix cones

Open blegat opened this issue 6 years ago • 0 comments

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, SemidefiniteGreaterThan and SemidefiniteLessThan that create MOI....Triangle and MOI....Square, see https://github.com/JuliaOpt/MathOptInterface.jl/issues/942
  • EigenvalueInterval, EigenvalueGreaterThan and EigenvalueLessThan that create MOI....Triangle and MOI....Square, see https://github.com/JuliaOpt/MathOptInterface.jl/issues/942
  • SumOfSquares.DDCone that create SumOfSquares.DiagonalyDominantConeTriangle and SumOfSquares.DiagonalyDominantConeSquare
  • SumOfSquares.SDDCone that create SumOfSquares.ScaledDiagonalyDominantConeTriangle and SumOfSquares.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

blegat avatar Nov 02 '19 11:11 blegat