scipopt
SCIP-SDP support
It would be great to have support for SCIP-SDP available in SCIP.jl (and through the MathProgBase interface as well). Do you have an estimate how difficult this might be?
I have never used SCIP-SDP before. I'm not sure whether there is support of building a shared library (like libscipopt.so) with it, currently.
If this is attempted, I suggest not to offer any new functionality via CSIP, but deal with #28 first.
Final comment: In the soon to be released new version of SCIP, more support for general relaxator plugins is given. This makes it easier to solve problems with non-LP relaxations, e.g., SDP, or some combinatorial relaxation. It would be nice to also offer that through Julia, even though MathProbBase does not define an interface here, I guess.
Maybe these tasks fit into a GSoC project...
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The next release of SCIP-SDP will support reading CBF files. Using ConicBenchmarkUtilities might be the easiest path to get things working.
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@leethargo, I don't have the spare capacity to be involved in GSoC this summer, but you should post potential projects at http://julialang.org/soc/ideas-page.html if you're interested in mentoring.
I should not be mentoring this year, either. But I wanted to bring it up anyway, since @Ayush-iitkgp seemed to be interested in working on SCIP.jl.
@leethargo I would be more than happy to work on this towards a GSoC project if I can find someone who is willing to mentor me. Any idea who would be willing to mentor this project?
Not sure, the SCIP team did not show much interest in Julia so far, and they invest their time in the Python interface instead.