Whether InfinteOpt.jl support SOCP or SDP modeling? #240
-
|
I have a 2-norm model. Now I further consider the stochastic based on it. Whether InfinteOpt.jl support SOCP or SDP constraints on modelling? |
Beta Was this translation helpful? Give feedback.
Replies: 1 comment 1 reply
-
|
Yes, InfiniteOpt.jl supports all the constraint types supported by JuMP as documented here for multi-dimensional constraints (e.g., second order cones SDP constraints): https://pulsipher.github.io/InfiniteOpt.jl/stable/guide/constraint/#Multi-Dimensional-Constraints. Note that as per JuMP's documentation is preferred to create a matrix of semi-definite variables via |
Beta Was this translation helpful? Give feedback.
-
|
Thank you!! |
Beta Was this translation helpful? Give feedback.
Yes, InfiniteOpt.jl supports all the constraint types supported by JuMP as documented here for multi-dimensional constraints (e.g., second order cones SDP constraints): https://pulsipher.github.io/InfiniteOpt.jl/stable/guide/constraint/#Multi-Dimensional-Constraints. Note that as per JuMP's documentation is preferred to create a matrix of semi-definite variables via
@variablerather than create an SDP constraint via@constraint. The syntax is exactly the same, InfiniteOpt.jl simply allows you to embed our variable/parameter types as well.