Implementing the dual decomposition of MIQP

Argonne-National-Laboratory / DSP

An open-source parallel optimization solver for structured mixed-integer programming

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Implementing the dual decomposition of MIQP #98

Closed cheesecakeball closed 3 years ago

cheesecakeball commented 4 years ago

Task 1. [Done] Solve subproblems with quadratic objectives, and solve the problem without Benders cuts To modify the construction of the scenario subproblem:

[x] Modified the subproblems by adding quadratic objective terms [DdSub.cpp & DdSub.h]
[x] Modified the upper bounding problem [DdWorkerUB.cpp & DdWorkerUB.h]

[x] dev/miqp can solve dual decomposition of TSSMIQP without Benders cuts
[x] Fixed the Gurobi tests in the master branch.

kibaekkim commented 3 years ago

@cheesecakeball I see Task 1 in this issue is done by now. Maybe you can open a separate issue for Task 2. Or at least change the title of this issue.