SGeeversAtVortech
commented
1 month ago In GitLab by @vreeken on Dec 30, 2018, 22:25
TODO:
- [ ] - Pass seed for auxiliary variables
- [ ] - Check that for any goal with absolute order the corresponding function is linear
Open questions:
- With
keep_soft_constraints, the order of any previous variables and constraints was exactly equal. This is no longer the case when absolute minimization goals are present. I'm not sure how important keeping the order exactly equal is though. @TPiovesan ? - Bounds on the auxiliary variable may or may not be useful to the solver. Aside from state goals (with size=1), that may be hard to do though, as we have little to no information on what the goal's function does.
- An initial guess on the auxiliary variable may or may not be useful. We can do something like that in by evaluating the original goal's function before minimizing.
In GitLab by @vreeken on Dec 30, 2018, 22:19
One would typically use order=2 to minimize the absolute value of the goal function, but that makes nominals a bit harder and easily leads to scaling issues. A more involved option that was used is to introduce an auxiliary variable and additional constraints to minimize the absolute value of the goal function.
It is the latter logic that this commit adds to GoalProgrammingMixin, such that the user now only has to set order="abs" on a Goal instance. The auxiliary variable and accompanying constraints are automatically added behind the scenes.
Closes #1060
TODO: