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Discuss extended formulations in docs #396

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merged 2 commits into from
Aug 9, 2020
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ericphanson
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I'm not 100% sure this is the best place for it, but I wanted it somewhere people would see it fairly quickly, because I think it makes it more clear what exactly Convex.jl is doing and why DCP warnings are important. As I've worked on #393, I've realized the obvious fact that the central/only thing Convex.jl does is automatic application of extended formulations, and I didn't find that to be completely clear from the docs, so I wanted to write about it somewhere central.

The other reason for adding this is to make the issue with non-DCP problems more clear. I actually haven't seen too many issues where people are solving non-DCP problems and getting confused by the fact that the results are wrong, but I do think it can be confusing why that happens. For example, I thought for awhile that the main problem was it was a nonconvex problem and you are finding a local solution instead; really the issue is you are solving a completely different problem since the reformulation was invalid, and I hope the abs example makes that clear.

@ericphanson
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@matbesancon would you be up for reviewing this?

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codecov bot commented Aug 5, 2020

Codecov Report

Merging #396 into master will not change coverage.
The diff coverage is n/a.

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@@           Coverage Diff           @@
##           master     #396   +/-   ##
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  Coverage   88.42%   88.42%           
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  Files          75       75           
  Lines        3508     3508           
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  Hits         3102     3102           
  Misses        406      406           

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@ericphanson ericphanson merged commit 4b1052e into master Aug 9, 2020
@ericphanson ericphanson deleted the ericphanson-patch-2 branch August 9, 2020 23:16
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