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1ozturkbe / OCTHaGOn.jl

Global optimization package in Julia using interpretable machine learning.
MIT License
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Better catching of solver errors during PGD steps (eg. CPLEX). #98

Open 1ozturkbe opened 3 years ago

1ozturkbe commented 3 years ago

Currently globalsolve! cannot deal with primal infeasible or unbounded solutions. This seems like a tricky problem, since the exceptions are thrown in CPLEX itself. Need to investigate.

The test_linking example is a good one to try resolving this issue on. This is currently why the max_iterations is capped for that example.

1ozturkbe commented 3 years ago

As part of this, I'd like the method to be able to remove the gradient descent constraints after such a failure.