Performance enhancements for a generic conic interior point algorithm

Understand

In recent work, we provide computational arguments for expanding the class of proper cones recognized by conic optimization solvers, to permit simpler, smaller, more natural conic formulations.

• We define an exotic cone as a proper cone for which we can implement a small set of tractable (i.e.
• fast, numerically stable, analytic) oracles for a logarithmically homogeneous self-concordant barrier for the cone or for its dual cone.
• Our extensible, open source conic interior point solver, Hypatia, allows modeling and solving any conic optimization problem over a Cartesian product of exotic cones.