MIT PhD student graduating May 2022, starting postdoc at MIT Sloan.
19:00 UTC
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.