Pavito.jl
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jump-dev
A gradient-based outer approximation solver for convex mixed-integer nonlinear programming (MINLP)
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Hi, thanks first for the nice package. I tried to set up a simple MINLP by the help of the README, but it fails with the following error message: `ERROR:...
Pavito is harder to maintain, debug, and read/understand while the quadratic functions are handled separately from the more general nonlinear functions. after ScalarNonlinearFunction is finalized and https://github.com/jump-dev/MathOptInterface.jl/pull/2059 is in, I...
It requires https://github.com/jump-dev/MathOptInterface.jl/pull/1046 which will be included in MOI v0.9.15
We shouldn't be failing MINLPTests. They're intended to be "easy" to solve: https://github.com/jump-dev/Pavito.jl/blob/5805d1d652250c4c27b99c80041a323b8e9d7888/test/jump_tests.jl#L49-L58
we can borrow an idea from the conic Pajarito: adding gradient cuts at OA (MIP) solutions when the subproblem solver fails. this complicates the algorithm somewhat, for example, you want...