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Implement MathOptInterface #21

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manuelbb-upb opened this issue Jul 2, 2021 · 1 comment
Open

Implement MathOptInterface #21

manuelbb-upb opened this issue Jul 2, 2021 · 1 comment

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@manuelbb-upb
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When the refactoring is done, it would be great to implement/complete the MathOptInterface for MixedMOP and to write a wrapper for the optimize methods.

We can start by doing so for single objective problems, at least if they are linear or quadratic.
Nonlinear functions seem to be somewhat harder.

For vector problems, see jump-dev/JuMP.jl#2099
It should be straightforward to adapt MOI for Vector-valued functions.
However, providing scalar-valued functions will require much more work (the objectives would have to be handled like variables are treated now).

@manuelbb-upb
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I am doing some experimenting at https://github.com/manuelbb-upb/VectorMathOptInterface.jl

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