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Extensions for Mixed-Integer Conic Models

Open ccoffrin opened this issue 3 years ago • 1 comments

Juniper should be supporting MI-SDP now so this is a viable model to build and test. Start by getting the AbstractWRConicModel models working and then explore AbstractWRMModel. OTS seems like a reasonable candidate for testing.

ccoffrin avatar Mar 06 '22 20:03 ccoffrin

https://github.com/chriscoey/MOIPajarito.jl also should work, but isn't registered yet (it may get moved into JuMP-dev when my thesis is done in May). I'll probably add support for more MOI cones there, including a complex PSD cone (which works already in https://github.com/chriscoey/PajaritoExtras.jl, but that package is specific to Hypatia right now).

chriscoey avatar Mar 06 '22 21:03 chriscoey