2022-07-27 –, JuMP
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.
MIT PhD student graduating May 2022, starting postdoc at MIT Sloan.