Add variable bridges

[blegat]

This allows drastic simplifications to SDOI: JuliaOpt/SemidefiniteOptInterface.jl#30 that even questions the reason of the need to keep this SDOI layer as it is rendered trivial by constraint + variable bridges.

• Update default_copy_to
• Update Allocate-Load API
• Documentation
• Tests

Closes #710
Closes #693

[codecov-io]

Codecov Report

Merging #759 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #759   +/-   ##
=======================================
  Coverage   94.83%   94.83%           
=======================================
  Files          71       71           
  Lines        7643     7643           
=======================================
  Hits         7248     7248           
  Misses        395      395

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[mlubin]

@blegat Do you have a timeline for getting this to a reviewable state? There are a lot of things blocked by the MOI 0.9 release (e.g., transition to new solver wrappers without LQOI, getting rid of with_optimizer, etc.).

[blegat]

@mlubin I should be able to finish it in the next few days. I am currently adding doc so that people can start reviewing while I add the tests.

[blegat]

Ready from my side. I don't plan any change except trying @odow's suggestion: #759 (comment).
Last call for comments :)

[mlubin]

I will start reviewing this soon.

[blegat]

I have checked, the branch for MOI v0.9 of the following solvers passes with this branch: GLPK, Mosek, SCS, ECOS, CSDP, SDPA, SeDuMi and CDCS.

[mlubin]

I've looked at only the documentation and minor nits with comments. I don't expect to have major objections to the design; however, this PR is impossibly large to review at 5000+ lines modified. The bus factor for this code would be 1 if I try to review this as is.

I recommend splitting this into smaller PRs. One possible way to do the split is:

1. Documentation and stub functions
2. Infrastructure and utilities
3. A separate PR for each variable bridge

What do you think?

[blegat]

What do you think?

Sounds good, I will first address your comments in this PR to avoid conflicts and will then create smaller PRs.
Probably there will be

• One for fixing deleting of variables for Model and UniversalFallback
• One for defined constrained variables
• One for a variable bridges
• One for each variable bridge

There will probably not be a good code coverage for each separate PR but as they sum of to this one, it should be ok.

[mlubin]

There will probably not be a good code coverage for each separate PR but as they sum of to this one, it should be ok.

SGTM

[blegat]

I don't plan to split this PR any further, reviews welcome on this one :)

[mlubin]

@chriscoey, since you're starting to write bridges, could you help review these docs?

[chriscoey]

@chriscoey, since you're starting to write bridges, could you help review these docs?

Yes taking a look now.