Uno
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[WIP] Improve barrier reformulation
Interior-point methods: handle the slack variables in PrimalDualInteriorPointProblem instead of reformulating the Model into a HomogeneousEqualityConstrainedModel.
Several goals:
- handle more structure (e.g. the slacks produce a positive definite block in the Hessian that need not be regularized, the inequality constraints get full row rank) at the subproblem level.
- switch between infeasible (with slacks) and feasible (without slacks) methods more easily.
Milestones:
- [x] move
HomogeneousEqualityConstrainedModelintoPrimalDualInteriorPointProblem - [ ] move
FixedBoundsConstrainedModelintoPrimalDualInteriorPointProblem - [ ] delete
ScaledModeland create an optionalScalingobject inUno - [x] remove
ModelFactory - [x] add
write_solutioninAMPLModel - [x] create reformulations on the fly instead of storing them
- [ ] fix computation of infeasibility measure
- [x] fix computation of least-square multipliers