Oscar Dowson

Linking Ipopt with linear solvers

9

There are a lot of issues relating to linear solvers with Ipopt. #236 was a start at providing some documentation on how to use Ipopt with different solvers: https://github.com/jump-dev/Ipopt.jl#custom-installation. However,...

Add HyperRectangle set

1

Closes #1233 Both SCS and COSMO (and maybe others) support hyper-rectangle sets.

RFC: Add Reified set

1

Closes #1805 I've implemented these in MiniZinc: https://github.com/jump-dev/MiniZinc.jl/pull/13, but I don't know if we should add to MOI. They're a little harder to write MILP bridges for, and unlike Indicator,...

Bridges fail test_model_LowerBoundAlreadySet test

4

```Julia julia> using GLPK julia> GLPK.MOI.Test.test_model_LowerBoundAlreadySet( GLPK.Optimizer(), MOI.Test.Config() ) julia> GLPK.MOI.Test.test_model_LowerBoundAlreadySet( MOI.Bridges.full_bridge_optimizer(GLPK.Optimizer(), Float64), MOI.Test.Config(), ) Test Failed at /Users/oscar/.julia/dev/MathOptInterface/src/Test/test_model.jl:815 Expression: MOI.add_constraint(model, f, set2) Expected: MathOptInterface.LowerBoundAlreadySet{MathOptInterface.Semicontinuous{Float64}, MathOptInterface.GreaterThan{Float64}}(MathOptInterface.VariableIndex(1)) No exception thrown ERROR:...

[Bridges] fix Constraint.ZeroOne bridge with existing bounds

17

Alternative to #1787. I think this is preferable as it's more correct in allowing other bounds to be set, even if it's a little slower by adding scalar affine inequalities...

Investigate using ChainRules for registered functions

1

Discussed with @oxinabox * https://github.com/JuliaDiff/ChainRules.jl * Used in ReverseDiff https://github.com/JuliaDiff/ReverseDiff.jl/blob/df0067465ca436b05377054ac7a184da691db1a3/src/macros.jl#L298-L316

Constraint programming support

9

This issue is to track support for a limited subset of constraint programming in MOI. At present, we don't envisage MOI having the same scope as MiniZinc, but we want...

Explain bridges in the documentation (better)

10

Since they're so complicated, I wonder if we need documentation in the style of literate programming where we explain in much more detail what's going on. @matbesancon this blog post...

## Writing Currently, the CBF writer assumes all variables are in the `"F"` (`MOI.Reals`) cone. https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/write.jl#L252-L253 We should add support for `add_constrained_variables` and then dis-allow `VectorOfVariables` constraints: https://github.com/jump-dev/MathOptInterface.jl/blob/7a95b636765a5a9ecfcec9a3300041c02e9e787f/src/FileFormats/CBF/write.jl#L194 since we...

Tracking the time-to-first-solve issue

11

We know we have a time-to-first-solve problem. There have been a few different attempts at solving it (#1156, #1249, #1251, #1252), but they're getting a bit scattered, so I thought...