Afaik there is no support for arbitrary precision in JuMP, but is there a quick hack for COSMO?
The JuMP issue is: Generic numeric type in JuMP · Issue #2025 · jump-dev/JuMP.jl · GitHub.
but is there a quick hack for COSMO?
You can use COSMO without using JuMP:
You can also use COSMO with arbitrary precision through MathOptInterface or Convnex.jl.
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