MindOpt solver backend

[mvanaltvorst]

MindOpt is a promising relatively new LP + MIP solver by Alibaba. If MindOpt is significantly faster than e.g. SCIP, it might be nice to support this solver as a solver backend.

[mvanaltvorst]

If I were to try to implement this myself, where could I best start? Is there some documentation somewhere about adding new solver backends?

[phschiele]

Hi @mvanaltvorst! Thanks for offering to contribute the interface, this is great!

To get started, check the contributing section here: https://www.cvxpy.org/contributing/index.html#conic-solvers

Here are two recent PRs that added new solver interfaces for reference:
#1888 [conic]
#2312 [QP]
#1894 [QP]

From checking the MindOpt page, it looks like they also support SDPs, so this interface would be in cvxpy/reductions/solvers/conic_solvers, and the first link should be most relevant.

As soon as you have some workable state, feel free to create a draft PR and we can provide feedback over there.