Part of the goal of redesigning the constraints on top of MOI sets is to render the conversion from MOI constraints trivial.
In this PR, the MOI wrapper is still only supporting LessThan, GreaterThan and EqualTo but we can after easily target other sets such as Nonnegatives
I guess we have two options
Make Convex.Constraint work with MOI.AbstractScalarSet such as LessThan
Make Convex.Optimizer not support ScalarNonlinearFunction-in-LessThan but support VectorNonlinearFunction-in-Nonpositives so that the VectorizeBridge would deliver vector sets only.
Part of the goal of redesigning the constraints on top of MOI sets is to render the conversion from MOI constraints trivial. In this PR, the MOI wrapper is still only supporting
LessThan,GreaterThanandEqualTobut we can after easily target other sets such asNonnegativesI guess we have two options
Convex.Constraintwork withMOI.AbstractScalarSetsuch asLessThanConvex.Optimizernot supportScalarNonlinearFunction-in-LessThanbut supportVectorNonlinearFunction-in-Nonpositivesso that theVectorizeBridgewould deliver vector sets only.I kind of prefer the second option
Closes https://github.com/jump-dev/Convex.jl/pull/669