jump-dev / Hypatia.jl

interior point solver for general convex conic optimization problems
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implement more complete conic algorithm that can return unbounded certificates and distinguish primal or dual infeasibility #305

Open chriscoey opened 5 years ago

chriscoey commented 5 years ago

solves auxiliary conic problems if necessary, with some zeroed-out b, c, or h. see https://epubs.siam.org/doi/pdf/10.1137/15M1049415

chriscoey commented 5 years ago

maybe want to define an "unbounded certificate" in MOI:

primal AND dual infeasibility would yield primal and dual improving rays