JuliaOpt/MathProgBase.jl — pull request #36 by madeleineudell (2014-08-09 01:51:13+00:00)
Title: More conic problem utilities

Hi! This PR adds three new features:

1) sets ECOS as the default Conicsolver
2) adds a loadineqconicproblem! method (discussed below)
3) adds a default loadconicproblem! and loadineqconicproblem! method for LP solvers by calling loadproblem! (the method throws an error if you use non-LP cones.)

Regarding 2): I found that when using loadconicproblem! For certain problems, I was *introducing* slack variables to form the A, b, c, cones standard form, and then (effectively) replicating those variables when the problem was translated to ECOS standard form. To allow sophisticated users to avoid this replication, it seems nice to have a method that avoids translating between the two forms. If there's a way to do this that without breaking the unity of the interface, that would probably be preferable.