Modeling and Duality in Domain Specific Languages

Join us for ASE-60, where we celebrate the life and the career of Professor Alan Stuart Edelman, on the occasion of his 60th birthday: https://math.mit.edu/events/ase60celebration/

Domain specific languages (DSL) for mathematical optimization allow users to write problems in a natural algebraic format. However, what is considered natural can vary from user to user. For instance, JuMP’s interface makes a distinction between conic formulations and nonlinear programming formulations whose constraints are level-sets of nonlinear functions. Tradeoffs between such alternative modeling formats are further amplified when dual solutions are considered. In this talk we describe work related to these tradeoffs in JuMP. In particular, we consider modeling using a wide range of non-symmetric cones and their solution with Hypatia.jl.