GSoC’20 - Support Semidefinite constraints

Support SDP constraints, add windows appveyor build, make DiffOpt.jl robust

Hi all! This blog is one of a series marking my progress in Differentiable Optimization Problems. You may enjoy reading my first blog.

The project - progress

Milestones completed:

1. Adding appveyor build to CI - PR #29
2. Testing the whole contconic.jl test suite and supporting the latest Julia version on CI - PR #28
3. Extracting matrices dynamically and supporting SDP constraints - PR #30

Bonus: Had JuMP Developer call on July 24th - find the related notebook here

What’s next?

For the next two weeks, we’ll focus on

1. Adding matrix builder code to MatrixOptInterface.jl and using it as a dependency in DiffOpt.jl
2. Adding projections on cones and their derivatives to MathOptSetDistances.jl and and using it as a dependency in DiffOpt.jl

Staying in touch

If you’re interested in knowing more about the project, join the #opt-diff-gsoc channel on julia slack.