verified-optimization / cvxlean Goto Github PK

Currently, when dcp is applied, the new conic constraints are anonymous. Instead, we could give them a more informative name. For example, new constraints coming from constraint c1 could be called c1.1, c1.2, etc.

Add support for the open-source SOCP solver ECOS: https://github.com/embotech/ecos.

The idea is that it takes an expression and checks its curvature using the DCP rules. Currently, one needs to define a whole problem and apply the dcp tactic.

Currently, every rewrite step (except objective function pre-compositions) results in an application of a (custom) congruence rule. This is unnecessary. All the rewrites on a given component can be applied together.

Before: (rewrite_constraint_2; rw_x), (rewrite_constraint_2; rw_y), (rewrite_constraint_2; rw_z), ...

After: rewrite_constraint_2; (rw_x; rw_y; rw_z), ...

A convenient way to list all the atoms. It could also take some options, for example, to print only convex atoms.

The source of this error is still unknown. Check that we guard all calls to Expr.mvarId!. Note that this doesn't make CvxLean crash and only appears as an error message in the process output.

Extension of pre_dcp (for instance, something like pre_dcp only ...) that targets only one component instead of the whole optimization problem. It is often the case that one or two constraints are problematic, but the rest are fine. So, it would be helpful for users to be able to target those.

The idea would be to do something like the Duper tutorial based on lean4web. The main challenge is that our installation has a few prerequisites, mainly Rust/Cargo to enable pre_dcp, and MOSEK.

This can only be done properly after we solve #35 (ECOS) since MOSEK requires a license.

Initially, this can be just a version of the README file.

Ideally, do #37 first so that it can be linked.