Add support for Union on StructOfConstraints #1469
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odow
reviewed
Jul 15, 2021
| MOIU.@struct_of_constraints_by_set_types( | ||
| ZerosOrNot, | ||
| MOI.Zeros, | ||
| Union{MOI.Nonnegatives,MOI.Nonpositives}, |
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Can you clarify why this is needed in more detail?!? Why not just two separate fields.
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This allows to have one sparse matrix with the two instead of two separate sparse matrices. ECOS needs one sparse matrix with the three non-Zeros cones
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Sure, but you could concatenate the sparse matrices? It seems weird that we go to all this effort and then allow Union
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I'd argue that this PR is simpler than implementing concatenation in the solver wrapper though. DiffOpt also needs to split the matrix onto equality and non-equality. This is quite common so having this feature is not just for ECOS
odow
approved these changes
Jul 16, 2021
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Needed by ECOS since it needs a
StructOfConstraintswithMOI.Zeroson one side andUnion{MOI.Nonnegatives,MOI.SecondOrderCone,MOI.ExponentialCone}on the other side.