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Conic programming #192

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glebbelov opened this issue Dec 8, 2022 · 0 comments
Open

Conic programming #192

glebbelov opened this issue Dec 8, 2022 · 0 comments
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Transform some of constraints to MOSEK cones
@glebbelov glebbelov self-assigned this Dec 8, 2022
glebbelov added a commit that referenced this issue Dec 8, 2022
@glebbelov
Prepare MOSEK cones #192
9e3fd74 
Some general API extensions towards quadratic cones
glebbelov added a commit that referenced this issue Feb 24, 2023
@glebbelov
Some SOCP redefinitions #192
b2b5d41 
Not in Mosek yet
glebbelov added a commit that referenced this issue Feb 27, 2023
@glebbelov
Recognize SOCP constraints from quadratics #192
6a9c31a 
Works with MOSEK 10.0

Option socp=0 to switch off
glebbelov added a commit that referenced this issue Mar 1, 2023
@glebbelov
SOCP with Sqrt() #192
6ff2deb 
Recognize quadratic cones in std form x >= sqrt( ||.||^2 )

This required reference counting #201 for defined variables
glebbelov added a commit that referenced this issue Mar 1, 2023
@glebbelov
Rotated SOCP with Sqrt() and Abs() #192
7c8c3d2 
Recognize rotated quadratic cones A*sqrt(x1*x2) >= ||.||
glebbelov added a commit that referenced this issue Mar 1, 2023
@glebbelov
Fix SOCP Abs() #192
970405f 
Fix deletion of the Abs() auxiliary variable
glebbelov added a commit that referenced this issue Mar 10, 2023
@glebbelov
SOCP -> QCP #192
ca49a5f 
Convert SOCP constraints into QCP so they can be passed to quadratic solvers. E.g., Gurobi recognizes SOCP from quadratic formulations
glebbelov added a commit that referenced this issue Mar 14, 2023
@glebbelov
SOCP #192: const >= ||.||
0071b99 
Recognize std SOCs with constant lhs, by substituting a fixed variable
glebbelov added a commit that referenced this issue Mar 15, 2023
@glebbelov
Fix SOCP -> QCP #192: lb[x0]
005695f 
Add 0 lower bound for x0 when converting std cone to quadratic constraint
glebbelov added a commit that referenced this issue Mar 15, 2023
@glebbelov
Refactor SOCP->QP #192
2d49bff
glebbelov added a commit that referenced this issue Mar 15, 2023
@glebbelov
SOCP #192: const^2 >= ||.||^2
40cba81
glebbelov added a commit that referenced this issue Mar 21, 2023
@glebbelov
Rotated SOC from quadratics: more constants #192
73805c4 
Allowing constants in place of variables in RSOC-equivalent quadratics
glebbelov added a commit that referenced this issue Mar 21, 2023
@glebbelov
Standard SOC from quadratics: more constants #192
76654b2 
Allowing more constants in place of variables in SOC-equivalent quadratics
glebbelov added a commit that referenced this issue Mar 21, 2023
@glebbelov
SOC from .. >= ||. | const|| #192
8f5d700 
Allowing more constants in place of variables in (R)SOC-equivalent algebra. Here, allowing constant terms in arguments of ||.||
glebbelov added a commit that referenced this issue Mar 21, 2023
@glebbelov
Rotated SOC from sqrt(k*x) >= ... #192
c4360c8 
Allowing more constants in place of variables in (R)SOC-equivalent algebra. Here, allowing constant in the lhs
glebbelov added a commit that referenced this issue Mar 28, 2023
@glebbelov
SOCP docu #192
be6bcda 
Section in the Modeling Guide
glebbelov added a commit that referenced this issue May 14, 2023
@glebbelov
Exp cone #192 draft
2a356f1
glebbelov added a commit that referenced this issue May 15, 2023
@glebbelov
ExpCones #192 fix formatting
130038d
glebbelov added a commit that referenced this issue May 15, 2023
@glebbelov
Exp cones #192
a60809e
glebbelov added a commit that referenced this issue May 15, 2023
@glebbelov
Exponential cones #192
328daec
glebbelov added a commit that referenced this issue May 29, 2023
@glebbelov
xy>=1 as rotated cone #192
cbef5c5
glebbelov added a commit that referenced this issue May 31, 2023
@glebbelov
Exponential cone LHS as AffineExpr #192
b767338 
Recognize exp cones where LHS is an affine expression
glebbelov added a commit that referenced this issue Oct 3, 2023
@glebbelov
ModelAPI::CanMixConicQCAndQC() #192
6361dbb 
Warn if cannot, and the model contains a mix

Add warnings to solve_message on failure
glebbelov added a commit that referenced this issue Jan 12, 2024
@glebbelov
New format for cvt:socp; new option cvt:socp2qc #192 #229
155f992
glebbelov added a commit that referenced this issue Jan 12, 2024
@glebbelov
Mosek: enable convex QCP #229 #192
af15c5d
glebbelov added a commit that referenced this issue Jan 15, 2024
@glebbelov
Mosek, COPT: enable convex QCP with rotated SOC #229 #192
87bedd9
glebbelov added a commit that referenced this issue Jan 15, 2024
@glebbelov
Mosek: warn on Q_NOT_PSD #229 #192
10da62d 
On 'nonconvex QC' error, remind user to check if she has a SOCP
glebbelov added a commit that referenced this issue Jan 15, 2024
@glebbelov
SOCP: move QP terms into aux SOC #229 #192
abf551b 
When any cones found, move QP objective terms into an aux SOC, in the easy case

Specially for Mosek
glebbelov added a commit that referenced this issue Jan 17, 2024
@glebbelov
Warnings: precise links #192 #200
2f78ac9
@glebbelov glebbelov changed the title MOSEK 10.0 conic constraints support Conic programming Mar 6, 2024
glebbelov added a commit that referenced this issue Mar 6, 2024
@glebbelov
XPRESS: SOCP corner cases #192
0c6cf5e 
Recognizes from quadratics itself
glebbelov added a commit that referenced this issue May 30, 2024
@glebbelov
Conic doc: cvt:socp, cvt:socp2qp, solvers list #192
1703d33
glebbelov added a commit that referenced this issue Oct 7, 2024
@glebbelov
Don't represent (var|const) >= abs(...) as SOCP #192
ec0e049
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