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Dual and KKT for Nonlinear Problems

Open michaelbynum opened this issue 3 years ago • 4 comments

This PR adds some functionality to:

  1. Generate the dual problem for nonlinear (assumed to be convex) problems

    • this is done carefully so the dual can efficiently be rebuilt when the model is modified (e.g., fixing a variable, branching, etc.)

  2. Generate the KKT conditions for general Pyomo models

These are the first steps toward a general solver for non-convex min-max problems.

michaelbynum avatar Jul 08 '22 21:07 michaelbynum

The tests should fail. I need to get a PR merged in Pyomo.

michaelbynum avatar Jul 08 '22 21:07 michaelbynum

Mike, what's the status of the associated PR for Pyomo?

whart222 avatar Aug 14 '22 20:08 whart222

The associated Pyomo PR has been merged.

michaelbynum avatar Aug 29 '22 22:08 michaelbynum

It looks like the tests in pao/duality are not getting picked up?

michaelbynum avatar Aug 29 '22 23:08 michaelbynum