linprog, quadprog, and mixintprog

[mlubin]

These should be renamed without the prog and perhaps moved to a separate package. I don't see a good reason why these three particular functions should be in MOI itself.

Relevant: http://www.juliaopt.org/MathOptInterface.jl/latest/apimanual.html#A-more-complex-example:-solveintegerlinear-1

[joaquimg]

I agree they should be in a separate package.

[mlubin]

SolveAndForget.jl

[joaquimg]

HighLevelMathOptInterface.jl

[rschwarz]

MathOptStandardForm.jl or MatrixMathOpt.jl

Compared to JuMP or Convex, it's actually not so high-level, right?

[joaquimg]

If the functions remain with the old names linprog and mixintprog we could name it MatrixMathProg.jl
If we use MatrixMathOpt.jl we can rename the functions to linopt and mixintopt

[mlubin]

@chriscoey would argue for trashing the linprog-style names and calling the functions solve_LP, solve_MIP or something along those lines. No real reason to imitate the uninformative Matlab names here.

[chriscoey]

Miles knows me too well. Yes, those names make me cringe.

[blegat]

What about something like

struct MatrixLP{T} <: AbstractStandaloneInstance
    c::AbstractVector{T}
    A::AbstractMatrix{T}
    lb::AbstractVector{T}
    ub::AbstractVector{T}
    l::AbstractVector{T}
    u::AbstractVector{T}
end
# Implements all MOI.get it can but no MOI.set!

The user can then do

MOI.copy!(solver, MatrixLP(c, A, lb, ub, l, u))

The name could be MatrixOptInterface.jl (MXOI) to mimic SemidefiniteOptInterface (SDOI), LinQuadOptInterface (LQOI) and StochOptInterface (SOI).

[mlubin]

@blegat, I like that idea. Couldn't MatrixLP just create an MOIU.Instance and load the data in, instead of defining a new instance type?

[mlubin]

MatrixLP could have a special convention for the variable and constraint indices (aligning with the A matrix), so I see why we might want a separate implementation of AbstractStandaloneInstance.

[blegat]

Yes, either that or MatrixLP also returns a vector of variable indices and a vector of constraint indices

[mlubin]

MatrixLP also returns a vector of variable indices and a vector of constraint indices

That seems entirely unnecessary. When you create an array to store n things, the array doesn't return the list of indices 1, ..., n.

[blegat]

I meant, either MatrixLP is a separate implementation or it returns an MOIU instance with a vector of variables indices and a vector of constraint indices.

[mlubin]

Ah. Well, a separate implementation would also be a useful code example that people will be able to understand without all the complexities of the MOIU instance.