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Reformulations of optimization problems as continuous maps on manifolds #31751

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mkoeppe opened this issue Apr 28, 2021 · 2 comments
Open

Reformulations of optimization problems as continuous maps on manifolds #31751

mkoeppe opened this issue Apr 28, 2021 · 2 comments
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c: manifolds p: major / 3 t: enhancement

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@mkoeppe
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mkoeppe commented Apr 28, 2021

  • introducing slack variables
  • replacing a free variable by a difference of nonnegative variables
  • epigraphical reformulation
  • perspective reformulation
  • reformulation as a saddle point problem
  • extended formulations

https://www.cvxpy.org/api_reference/cvxpy.reductions.html

CC: @yuan-zhou

Component: manifolds

Issue created by migration from https://trac.sagemath.org/ticket/31751
@mkoeppe mkoeppe added this to the sage-9.4 milestone Apr 28, 2021
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@mkoeppe mkoeppe modified the milestones: sage-9.4, sage-9.5 Jul 19, 2021
@mkoeppe mkoeppe modified the milestones: sage-9.5, sage-9.6 Dec 14, 2021
@mkoeppe mkoeppe modified the milestones: sage-9.6, sage-9.7 Mar 5, 2022
@mkoeppe mkoeppe modified the milestones: sage-9.7, sage-9.8 Aug 31, 2022
@mkoeppe mkoeppe modified the milestones: sage-9.8, sage-9.9 Jan 7, 2023
@mkoeppe mkoeppe removed this from the sage-10.0 milestone Mar 16, 2023
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