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54 multiplier models

Open IsitaRex opened this issue 2 years ago • 0 comments

Closes #54

Changes

On the multipliers module we created a new class called cooper.multipliers.MultiplierModel, which predicts the value of the Lagrange multipliers associated with the equality or inequality constraints of a cooper.problem.ConstrainedMinimizationProblem. Additionally, we created a new Lagrangian formulation --> cooper.formulation.LagrangianFormulation that works with the created MultiplierModel class.

Testing

We tested the class multipliers.MultiplierModel with the simplest model. A linear model with a single output. The new Lagrangian Formulation was also tested.

References

This idea comes from the paper by Narasimhan et al. and we took their repository as reference.

IsitaRex avatar Dec 07 '22 19:12 IsitaRex