Mathieu Tanneau

Results 52 comments of Mathieu Tanneau

> I am very excited to now have useable high-precision linear programming. I have some plans to improve the performance of high-precision solving, but it's not very high on my...

This is amazing, thanks! Would it be OK if I eventually included something similar to Tulip's documentation?

I tried a couple of different syntaxes, and it looks like, when using BigFloat arithmetic, things like ```julia dot((ξxzl ./ pt.xl) .* dat.lflag, dat.l .* dat.lflag) ``` allocate a lot...

The main reason for using bool-float multiplication was because some of these can be Inf or NaN, yes. They get multiplied by `false` and get reset to zero, which makes...

Should I mark `RelativeGap` as supported around [here](https://github.com/jump-dev/Gurobi.jl/blob/8b05325ba5a01aa231a9c8fe1aefbb98aa9d0f9f/src/MOI_wrapper/MOI_wrapper.jl#L628)?

> It's not solver-independent because every solver implements it differently. That's already the case for the getter part, and there's a warning for that in the [MOI docs](https://jump.dev/MathOptInterface.jl/stable/reference/models/#MathOptInterface.RelativeGap). That being...

I'll move the high-level discussion to the MOI issue. I'll update this PR based on whatever is decided there.

I'll update this PR to use `MOI.AbsoluteGapTolerance` and `MOI.RelativeGapTolerance`

PR updated. Only works on `MOI#master` at the moment.

Waiting for MOI v1.7 to be released, which will include the definitions of `RelativeGapTolerance` and `AbsoluteGapTolerance` as `OptimizerAttribute`s. I have updated the compat entry for MOI to `1.7`.