BilevelJuMP.jl
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Add functions for high-point relaxation
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