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:ExpPrimal, :ExpDual, :SDP cones not supported in import of CBF models?  #1108

@1ozturkbe

Description

@1ozturkbe

Hello folks. I have been importing Conic Benchmark Format models from CBLIB for some experiments I am running. However, MOI cannot handle a majority of the models since they contain these cones. I was wondering why/whether you are planning on adding this functionality. For context, here is the function I use to import said models.

using MathOptInterface, MosekTools
function CBF_to_MOF(filename, solver=Mosek.Optimizer())
    """ Imports a conic benchmark into a MathOptInterface format. """
    model = MathOptInterface.FileFormats.Model(filename = filename);
    mof_model = MathOptInterface.Bridges.full_bridge_optimizer(solver , Float64)
    MathOptInterface.read_from_file(model, filename)
    MathOptInterface.copy_to(mof_model, model)
    return mof_model
end

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