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Reformulations of optimization problems as continuous maps on manifolds #31751

@mkoeppe

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@mkoeppe
  • introducing slack variables
  • replacing a free variable by a difference of nonnegative variables
  • epigraphical reformulation
  • perspective reformulation
  • reformulation as a saddle point problem
  • extended formulations

https://www.cvxpy.org/api_reference/cvxpy.reductions.html

CC: @yuan-zhou

Component: manifolds

Issue created by migration from https://trac.sagemath.org/ticket/31751

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