SCIP-SDP support

[joehuchette]

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?

[rschwarz]

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...

[mlubin]

1. The next release of SCIP-SDP will support reading CBF files. Using ConicBenchmarkUtilities might be the easiest path to get things working.

2. @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.

[rschwarz]

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.

[Ayush-iitkgp]

@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?

[rschwarz]

Not sure, the SCIP team did not show much interest in Julia so far, and they invest their time in the Python interface instead.