README.md

MathOptInterfaceBridges

Build Status

Constraint Bridges for packages which build on-top-of MathOptInterface (such as JuMP).

For example, with the SplitIntervalBridge, one can create an optimizer layer bridging the constraints ScalarAffineFunction-in-Interval as follows:

const MOIB = MathOptInterfaceBridges
@bridge SplitInterval MOIB.SplitIntervalBridge () (Interval,) () () () (ScalarAffineFunction,) () ()

Given an optimizer optimizer implementing ScalarAffineFunction-in-GreaterThan and ScalarAffineFunction-in-LessThan, the optimizer

bridgedoptimizer = SplitInterval(optimizer)

will additionally support ScalarAffineFunction-in-Interval.