modeling-language

The Matlab version of CVX [1,2] offers the options of calling the Huber function with either huber(x,M) or huber(x,M,t). The latter computes t+t*huber(x/t,M), which is useful for concomitant scale estimation [3]. It would be nice to have the same option with cvxpy.

1 - https://github.com/cvxr/CVX/blob/master/functions/huber.m
2

A common request when teaching LP101-type classes is for sensitivity reports similar to Excel solver.

Here is a suggestion from someone who teaches these types of classes:

JuMP now supports specifying dual start values for constraints. Enabling this in InfiniteOpt will require that we create a data structure to store such information, since constraints don't have anything similar to JuMP.VariableInfo.