Adding (some) conic constraints.#136
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…OI.ExponentialCone, MOI.PowerCone as supported types
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Ya, we'll have to simply enumerate the conic sets. You could could make your own internal Union type though: _ConicSets =Union{ExponentialCone, GeometricMeanCone, ...} |
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Adding some conic constraints that can be handled with BigM and Hull. Some things I found odd that maybe you can comment on or correct me.
Hull reformulation is standard throughout all cones, but cones in MOI inherit from
AbstractVectorSet, so I can't just ask for any cone. Right now I'm stuck naming each type of cone rather than a genericMOI.Conedatatype.BigM reformulation looks like it needs to be adapted per cone type, and right now I'm kind of having to reason out the correct direction based on the table provided in the paper. Snippet from the paper below.
Overall a good introduction to cones but I just can't get past these two things while I was trying to generalize the code.