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Add functions for high-point relaxation

Open odow opened this issue 3 years ago • 0 comments

Our long-term goal is to implement the valid inequalities from NORBiP: https://github.com/matbesancon/NORBiP.jl/blob/master/src/valid_inequalities.jl

The first step is to make a way to get the high-point relaxation: https://github.com/matbesancon/NORBiP.jl/blob/master/src/algorithms.jl#L49-L73

In BilevelJuMP this can be achieved by adding a new ignore_optimality_conditions::Bool = false keyword argument to https://github.com/joaquimg/BilevelJuMP.jl/blob/8a8e5ba0c88fcf504005dd0fc36c02573d3a38af/src/moi.jl#L269-L276 Then, at line 367: https://github.com/joaquimg/BilevelJuMP.jl/blob/8a8e5ba0c88fcf504005dd0fc36c02573d3a38af/src/moi.jl#L360-L370 add

if ignore_optimality_conditions
    return m, upper_idxmap, lower_idxmap, lower_primal_dual_map, lower_dual_idxmap
end

We should also add a test

odow avatar Jun 07 '21 19:06 odow