-
Notifications
You must be signed in to change notification settings - Fork 530
New issue
Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? # to your account
Document and Test Dual Sign Convention #3528
base: main
Are you sure you want to change the base?
Conversation
I believe this affects MindtPy and GDPOpt as in the implementation of outer-approximation algorithms; we are making assumptions on the directions or the multipliers |
Are MindtPy and/or GDPOpt using the new solver interfaces in |
Not that I know of, but it might be worth revisiting this |
There's nothing to stop someone from using them as subsolvers--we have those as config arguments. And we aren't testing with them currently, so I think it is possible we could be running afoul of the dual sign convention? But of course, it was before too since we let anyone stick any solver in there... |
For what it is worth, I did not have to change any code for this PR. I just added documentation and tests. |
I still need to address maximization problems as mentioned in #3519. I'll convert this to a draft for now. |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Can you document the following:
- What happens for maximization problems?
- How does this formulation map onto "range inequalities"? (I believe the dual's sign implies one side and the other side is implicitly zero.)
Great suggestions. Will do. |
Fixes #3519.
Summary/Motivation:
This PR adds documentation and tests for the dual sign convention adopted in the new solver interfaces.
Legal Acknowledgement
By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution: