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[WIP] Improve barrier reformulation

Open cvanaret opened this issue 8 months ago • 0 comments

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 HomogeneousEqualityConstrainedModel into PrimalDualInteriorPointProblem
  • [ ] move FixedBoundsConstrainedModel into PrimalDualInteriorPointProblem
  • [ ] delete ScaledModel and create an optional Scaling object in Uno
  • [x] remove ModelFactory
  • [x] add write_solution in AMPLModel
  • [x] create reformulations on the fly instead of storing them
  • [ ] fix computation of infeasibility measure
  • [x] fix computation of least-square multipliers

cvanaret avatar Apr 23 '25 21:04 cvanaret