Proper framework to put problems in conic form
We need a proper framework that uses the reformulations to put a problem in conic form, in replacement of the hacky usage of the CVXOPT instance (which does not support integer variables or exponential cones).
It will be useful for many things, in particular
- dualize
- file IO
- construction of MOSEK/MSKFSN instances (with support for the exponential cone available since mosek9)
This framework should make it possible to query the dual of a metaconstraint, so the problem can be solved with solve_by_dual=True
Edited by Guillaume Sagnol