JuliaOpt/MathProgBase.jl — pull request #31 by mlubin (2014-05-21 21:15:16+00:00)
Title: RFC: Conic interface

Addressing #29, here's a proposal for a general conic interface.

You can see the compiled documentation here: http://mathprogbasejl.readthedocs.org/en/conic/conic.html.

The major points are that the cones can be specified in any order and that we differ from SCS in the choice of the canonical primal problem. This format seems more natural for modeling, and is used, for example, by MOSEK.

I'm not very familiar with the exponential cones, so I'm not sure if it's appropriate to include both the primal and dual versions.

Feel free to suggest radical changes, but I wanted to put this down as a concrete proposal to get the discussion moving along.

CC: @IainNZ @joehuchette @juan-pablo-vielma @madeleineudell @karanveerm @ulfworsoe @tkelman @daviddelaat @jfsantos