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implement more complete conic algorithm that can return unbounded certificates and distinguish primal or dual infeasibility #305

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chriscoey opened this issue Jul 30, 2019 · 1 comment
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implement more complete conic algorithm that can return unbounded certificates and distinguish primal or dual infeasibility #305

chriscoey opened this issue Jul 30, 2019 · 1 comment
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high priority interface MOI speculative

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solves auxiliary conic problems if necessary, with some zeroed-out b, c, or h. see https://epubs.siam.org/doi/pdf/10.1137/15M1049415
@chriscoey chriscoey self-assigned this Jul 30, 2019
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maybe want to define an "unbounded certificate" in MOI:

  • primal unbounded certificate is a feasible primal point plus a primal improving ray
  • dual unbounded certificate is feasible dual point plus a dual improving ray

primal AND dual infeasibility would yield primal and dual improving rays

@chriscoey chriscoey mentioned this issue Aug 26, 2019
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