Semi-infinite programming with JuMP


#1

Hi there,

I was wondering if there is any plan to have some semi-infinite solver interfaced through JuMP at some point (for instance NSIPS).

I suppose it is not the case, but it doesn’t hurt to ask :wink:


#2

I don’t know anyone working on NSIPS but we are currently transitioning the solver interface from MathProgBase to MathOptInterface.
The new interface is extensible by design and the purpose of this extensibility is for example extending the interface to new classes of problems such as semi-infinite programming.
It shouldn’t therefore be too complicated to make it possible to pass semi-infinite constraints through JuMP to NSIPS with JuMP v0.19 which will use MathOptInterface. The documentation on how to extend JuMP will be here