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oxfordcontrol / COSMO.jl

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
https://oxfordcontrol.github.io/COSMO.jl/stable
Apache License 2.0
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Custom convex set vs convex cones? #147

Closed matbesancon closed 2 years ago

matbesancon commented 2 years ago

The tutorial is unclear on which types of convex sets are supported, whether they need to be cones or can be convex sets with a projection operation defined: https://oxfordcontrol.github.io/COSMO.jl/stable/literate/build/custom_cone/#Cone-definition-and-projection-function

migarstka commented 2 years ago

Thanks for pointing this out @matbesancon

The API and the tutorial are designed with convex cones in mind, so I changed it for consistency here: d92a15bd5e3656dcb031dbc4950b7b1e41efdcf9

In principle, it works with any convex compact set, e.g. Hyperbox.