Reformulations of optimization problems as continuous maps on manifolds

[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

[mkoeppe]

Description changed:

--- 
+++ 
@@ -5,3 +5,6 @@
 - reformulation as a saddle point problem
 - extended formulations
 
+https://www.cvxpy.org/api_reference/cvxpy.reductions.html#reduction
+
+

[mkoeppe]

Description changed:

--- 
+++ 
@@ -5,6 +5,6 @@
 - reformulation as a saddle point problem
 - extended formulations
 
-https://www.cvxpy.org/api_reference/cvxpy.reductions.html#reduction
+https://www.cvxpy.org/api_reference/cvxpy.reductions.html