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add MOI to LP conversion #32

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add MOI to LP conversion #32

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codecov bot commented Sep 29, 2022

Codecov Report

Base: 87.25% // Head: 88.94% // Increases project coverage by +1.68% 🎉

Coverage data is based on head (ba83468) compared to base (30dee49).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files
@@            Coverage Diff             @@
##           master      #32      +/-   ##
==========================================
+ Coverage   87.25%   88.94%   +1.68%     
==========================================
  Files           5        6       +1     
  Lines         361      416      +55     
==========================================
+ Hits          315      370      +55     
  Misses         46       46              
Impacted Files Coverage Δ
src/MatrixOptInterface.jl 88.46% <ø> (ø)
src/matrix_input.jl 99.05% <100.00%> (+0.04%) ⬆️
src/moi_to_lp.jl 100.00% <100.00%> (ø)

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@joaquimg
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related to jump-dev/MathOptInterface.jl#1940

@odow, we should only support MOI to a single LP form. The other conversions should follow from that point.

@blegat, currently the conic geometric form is very flexible here. a change to MatrixOfConstraints would limit the available sets to a fixed subset, right? Have you thought about that?

@joaquimg
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I think MatrixOptInterface should do the matrix conversion to MOI both ways.
Before this PR, it was able to do
1 - MOI to matrix for conic programs
2 - matrix to MOI for linear programs

after this, MatOI will be able to do
3 - MOI to matrix for linear programs

it will be missing:
4 - matrix to MOI for conic programs

for (src_ci, cache_ci) in src_to_cache.con_map
index_map[src_ci] = cache_to_dest[cache_ci]
end
return index_map
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Can't you just return src_to_cache ?

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makes sense!

@blegat
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blegat commented Oct 1, 2022

currently the conic geometric form is very flexible here. a change to MatrixOfConstraints would limit the available sets to a fixed subset, right? Have you thought about that?

We can move https://github.com/jump-dev/DiffOpt.jl/blob/master/src/product_of_sets.jl to this repo and use it for the conic version.

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