Conic optimization example problems in Hypatia's examples folder
2021-07-28, 13:30–14:00 (UTC), JuMP Track

Hypatia is a conic interior point solver written in Julia, with a generic cone interface. In Hypatia's examples folder, we have implemented around three dozen applied examples from a wide variety of domains (see https://chriscoey.github.io/Hypatia.jl/dev/examples/). In this talk, we summarize Hypatia's examples, scripts, and the results of our computational comparisons on thousands of conic instances generated from our examples.


Most of these examples have multiple formulation options, and together these formulations cover all of Hypatia's several dozen predefined cone types (see https://chriscoey.github.io/Hypatia.jl/dev/api/cones/#Predefined-cone-types). Using scripts in Hypatia's scripts folder, we use these examples to (1) compare the performance of Hypatia's algorithmic options/enhancements, and (2) to assess the value of low-dimensional natural formulations versus standard conic formulations that only use cones currently recognized by other conic solvers.