Extending Hypatia

[araujoms]

Is it possible to extend Hypatia to add a new cone? I'd much rather do an extension than a fork, but I don't see how. The difficulty is that I would need to redefine const HypatiaCones from src/MathOptInterface/cones.jl, but it's a const.

[chriscoey]

Good question. @odow do you have any recommendations here? HypatiaCones goes into SupportedCone which is used in a few places in https://github.com/jump-dev/Hypatia.jl/blob/master/src/MathOptInterface/wrapper.jl - maybe you can just add methods in your extension for e.g.

function MOI.supports_constraint(
    ::Optimizer{T},
    ::Type{<:Union{VV, VAF{T}}},
    ::Type{<:Union{MOI.Zeros, SupportedCone{T}}},
) where {T <: Real}
    return true
end

replacing ::Type{<:Union{MOI.Zeros, SupportedCone{T}}} with the type of your new cone, and similarly for MOI.modify etc. But maybe @odow will have an idea for a nicer way to do things, maybe removing the const type lists.

[odow]

Nope. If you add support for new cones from MOI you'll need to define the appropriate methods.

I'd much rather do an extension than a fork

I don't see why not just a PR here?

[araujoms]

Thanks a lot, that worked! For future reference, what one needs to redefine are the four functions in src/MathOptInterface/wrapper.jl where SupportedCone, as well as the extension of Base.copy at the end of src/MathOptInterface/cones.jl. I also had to copy most of the preamble in src/Hypatia.jl to define the relevant symbols, and finally import all the cone functions in order to extend them (update_feas, update_grad, etc.).

I don't see why not just a PR here?

This is research software. It needs to be in a repository under my control, and it's not yet ready for the prime time. When it's done I'll be happy to do a PR if you don't think it's too niche.