Set interface

[dirkschumacher]

A set based interface as in other modelling packages like JuMP might be a good extension.

model$add_constraint(<expr>, <set>)
model$add_constraint(x + y, NegativeReal) #something like that

[dirkschumacher]

Then can then handle special cases like conic constraints which are also now supported in ROI.

Or concepts like SOS variables in certain solvers.

model$add_constraint(list(x, y, z), SOS1())

[dirkschumacher]

Or something like this:

model$add_constraint(
  list(t, x - 1, x - 2) %in_set% Set$SecondOrderCone()
)

[dirkschumacher]

For now I will settle with this:

model$add_constraint(x + 5, in_set = MOI::less_than_set(10))

[dirkschumacher]

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