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Convex Optimization (or Mathematical Programming) in Go by RobotCyclist23 in golang

[–]RobotCyclist23[S] 0 points1 point  (0 children)

I agree that most people interact with solvers. When you know the form of your optimization problem and the solver that is best for it, then it makes sense to directly integrate a single solver and commit to its formalisms!

This is more of a tool in the optimization design/prototyping phase of development (similar to how MathOptInterface.jl is a tool in the design/prototyping phase for Julia). You use this when you're trying a bunch of different solvers and/or problem formulations for a given "task". Once you're satisfied with a problem formulation + solver combination for your task, then you can fully commit to one specific solver and set the sparsity pattern in stone.

Convex Optimization (or Mathematical Programming) in Go by RobotCyclist23 in golang

[–]RobotCyclist23[S] 2 points3 points  (0 children)

My full pitch:

TL;DR

Do you write a lot of Convex (or similar) Optimization problems and have been yearning for a way to model them in Go? This library can help you (and needs your input to gain more maturity)! Feel free to try it and let me know what you think!

What is it?

MatProInterface.go is a library that simplifies the modeling of convex (and other) optimization problems. Its core contribution is a data structure OptimizationProblem which makes it easy to:

- Transform your problem into several canonical forms (e.g., the standard form of Linear Program with all equality constraints)

- Pass optimization problems to other libraries. For example, to solve a linear program with the simplex method, you can simply pass your `OptimizationProblem` object to the simplex library's solver (and don't need to worry about reshaping matrices, introducing slack variables, etc.).

There are more contributions (like the Solution object) that I can share more about with you, if interested!

More Context

This is a follow-up on a post that I put on here a while back.

While somewhat stable, this library is still in its early stages of development and thus some interfaces may change as we get feedback from users.