Open MLopez-Ibanez opened 1 year ago
Sorry, it should have been an feature request.
@MLopez-Ibanez is this the same as a bilevel optimization problem? If so, there is an existing Pyomo extension that might already have some of the functionality that you're asking for. The package is called PAO and you can find an example here: https://pao.readthedocs.io/en/latest/examples.html
@MLopez-Ibanez is this the same as a bilevel optimization problem? If so, there is an existing Pyomo extension that might already have some of the functionality that you're asking for. The package is called PAO and you can find an example here: https://pao.readthedocs.io/en/latest/examples.html
No, this is a much simpler transformation than bilevel optimization and similar to the transformations available in: https://github.com/Pyomo/pyomo/tree/main/pyomo/core/plugins/transform (perhaps @jsiirola knows what I am talking about).
Summary
A very common model is the maximin (or minimax). The model transformation required to linearize such models are well-known. It would be very useful if Pyomo supported such model transformations out of the box.
Perhaps the first step would be for handle min() and max() in the same way as sum() and report a clear error (see the cryptic error currently reported below).
Error Message
Information on your system
Pyomo version: 6.6.1 Python version: 3.10.12 Operating system: Linux How Pyomo was installed (PyPI, conda, source): pip
Additional information