add geomeancone support (#213)

* add geomeancone support

* add geomean cone reorder

* Fix format

---------

Co-authored-by: ulfw <ulf.worsoe@mosek.com>

Author: blegat

src/LinkedInts.jl

@@ -125,7 +125,7 @@ function allocate_block(s::LinkedInts, N::Int, id::Integer)
     ptre = s.free_ptr
     # ptre is the last index
     ptrb = ptre
-    for i in 1:N-1
+    for i in 1:(N-1)
         s.back[ptrb] = id
         ptrb = s.prev[ptrb]
     end

src/attributes.jl

@@ -169,6 +169,7 @@ function MOI.get(model::Optimizer, ::MOI.ListOfConstraintTypesPresent)
             MOI.ExponentialCone,
             MOI.DualExponentialCone,
             MOI.PositiveSemidefiniteConeTriangle,
+            MOI.GeometricMeanCone,
             MOI.Scaled{MOI.PositiveSemidefiniteConeTriangle},
         )
             if MOI.get(model, MOI.NumberOfConstraints{F,S}()) > 0
@@ -424,6 +425,34 @@ function MOI.get(
     return _dual_scale(m) * dual
 end
 
+function reorder(i::Integer, set::MOI.GeometricMeanCone, moi_to_mosek::Bool)
+    if moi_to_mosek
+        if i == 1
+            MOI.dimension(set)
+        else
+            i - 1
+        end
+    else
+        if i < MOI.dimension(set)
+            i + 1
+        else
+            1
+        end
+    end
+end
+
+function reorder(
+    x::AbstractVector,
+    ::Type{MOI.GeometricMeanCone},
+    moi_to_mosek::Bool,
+)
+    if moi_to_mosek
+        [x[2:length(x)]..., x[1]]
+    else
+        [x[length(x)], x[1:(length(x)-1)]...]
+    end
+end
+
 # The dual or primal of an SDP variable block is returned in lower triangular
 # form but the constraint is in upper triangular form.
 function reorder(

src/constraint.jl

@@ -23,6 +23,7 @@ const VectorConeDomain = Union{
     MOI.DualPowerCone,
     MOI.ExponentialCone,
     MOI.DualExponentialCone,
+    MOI.GeometricMeanCone,
     MOI.Scaled{MOI.PositiveSemidefiniteConeTriangle},
 }
 
@@ -179,6 +180,8 @@ function _get_bound(
         return MOI.SecondOrderCone(solsize(m, ci))
     elseif dt == Mosek.MSK_DOMAIN_RQUADRATIC_CONE
         return MOI.RotatedSecondOrderCone(solsize(m, ci))
+    elseif dt == Mosek.MSK_DOMAIN_PRIMAL_GEO_MEAN_CONE
+        return MOI.GeometricMeanCone(solsize(m, ci))
     elseif dt == Mosek.MSK_DOMAIN_PRIMAL_EXP_CONE
         return MOI.ExponentialCone()
     elseif dt == Mosek.MSK_DOMAIN_DUAL_EXP_CONE
@@ -384,6 +387,10 @@ function _append_cone_domain(
     return Mosek.appendrquadraticconedomain(t, n)
 end
 
+function _append_cone_domain(t::Mosek.Task, n::Int, ::MOI.GeometricMeanCone)
+    return Mosek.appendprimalgeomeanconedomain(t, n)
+end
+
 function _append_cone_domain(
     t::Mosek.Task,
     n::Int,
@@ -918,6 +925,8 @@ _domain(::Type{MOI.PowerCone{Float64}}) = Mosek.MSK_DOMAIN_PRIMAL_POWER_CONE
 
 _domain(::Type{MOI.DualPowerCone{Float64}}) = Mosek.MSK_DOMAIN_DUAL_POWER_CONE
 
+_domain(::Type{MOI.GeometricMeanCone}) = Mosek.MSK_DOMAIN_PRIMAL_GEO_MEAN_CONE
+
 function _domain(::Type{MOI.Scaled{MOI.PositiveSemidefiniteConeTriangle}})
     return Mosek.MSK_DOMAIN_SVEC_PSD_CONE
 end