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Intermediate wrapper of MOI for some linear quadratic solvers

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LinQuadOptInterface.jl

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LinQuadOptInterface.jl (LQOI) is designed to provide an intermediate interface to MathOptInterface.jl for some solvers. The target use-cases are low-level wrappers designed to bridge low-level mixed integer linear and quadratic solvers.

Examples of packages currently using LQOI include Clp.jl, GLPK.jl, Gurobi.jl, and Xpress.jl.

The interface is documented here.

Note to solver developers

The use of LQOI for MOI wrappers of low-level solvers is entirely optional. Using LQOI introduces an extra abstraction layer between a solver and MOI. We recommend that you carefully analyze the solver's low-level API to check if it is close to what LQOI expects.

If a solver low-level API does not support most of the functions required by LQOI, then following the example of SCS.jl and ECOS.jl might be a better idea.

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Intermediate wrapper of MOI for some linear quadratic solvers

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