MathOptInterface: A Data Structure for Mathematical Optimization Problems

We introduce MathOptInterface, an abstract data structure for representing mathematical optimization problems based on combining predefined functions and sets. MathOptInterface is significantly more general than existing structures in the literature, encompassing, example, a spectrum of classes from integer programming with indicator constraints to bilinear semidefinite programming. also outline automated rewriting system between equivalent formulations constraint. has been implemented practice, forming foundation recent rewrite JuMP, open-source algebraic modeling language Julia language. The regularity representation leads naturally file format we call MathOptFormat. In addition, provides power users while making it easy connect new solvers JuMP. Summary Contribution: This paper describes models corresponding automatic transformation system. advances are useful languages, allowing practitioners model generally before.