Chris Coey

MIT PhD student graduating May 2022, starting postdoc at MIT Sloan.


19:00 UTC

Pajarito's MathOptInterface Makeover

07/27/2022, 7:00 PM7:30 PM UTC

Pajarito is an outer approximation solver for mixed integer conic problems. We have redesigned and rewritten Pajarito in version 0.8 to support MathOptInterface (finally!). Pajarito now has a generic cone interface that allows adding support for new convex cones through a small list of oracles. PajaritoExtras.jl extends Pajarito by defining several cones supported by the continuous conic solver Hypatia. We illustrate with applied examples, including mixed integer polynomial problems.

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