MathOptInterface (MOI) is a replacement for MathProgBase, the first-generation abstraction layer for mathematical optimization previously used by JuMP and Convex.jl.

To address a number of limitations of MathProgBase, MOI is designed to:

  • Be simple and extensible
    • unifying linear, quadratic, and conic optimization,
    • seamlessly facilitating extensions to essentially arbitrary constraints and functions (for example, indicator constraints, complementarity constraints, and piecewise-linear functions)
  • Be fast
    • by allowing access to a solver's in-memory representation of a problem without writing intermediate files (when possible)
    • by using multiple dispatch and avoiding requiring containers of non-concrete types
  • Allow a solver to return multiple results (for example, a pool of solutions)
  • Allow a solver to return extra arbitrary information via attributes (for example, variable- and constraint-wise membership in an irreducible inconsistent subset for infeasibility analysis)
  • Provide a greatly expanded set of status codes explaining what happened during the optimization procedure
  • Enable a solver to more precisely specify which problem classes it supports
  • Enable both primal and dual warm starts
  • Enable adding and removing both variables and constraints by indices that are not required to be consecutive
  • Enable any modification that the solver supports to an existing model
  • Avoid requiring the solver wrapper to store an additional copy of the problem data