MathOptInterface: a data structure for mathematical optimization problems

Understand

We introduce MathOptInterface, an abstract data structure for representing mathematical optimization problems based on combining pre-defined functions and sets.

• MathOptInterface is significantly more general than existing data structures in the literature, encompassing, for example, a spectrum of problems classes from integer programming with indicator constraints to bilinear semidefinite programming.
• We also outline an automated rewriting system between equivalent formulations of a constraint.
• MathOptInterface has been implemented in practice, forming the foundation of a recent rewrite of JuMP, an open-source algebraic modeling language in the Julia language.