Closed MaxvdKolk closed 3 years ago
I would propose:
Abstract class (problem), where problem contains analytical functions g[x], dg[x], ddg[x] and r (constants), alpha and beta (variables bounds of subproblem), as well as current design point x.
This abstract class contains different constructors and at least 1 method that "finds the solution x* to the subproblem".
We can create different children of this class, e.g. primal-dual, dual and primal abstract classes.
From this we can create children, e.g. primal-dual interior point solvers (primal-dual)
From this we can create specific implementations.
Define interface for the (sub)solvers and the required interfaces that an abstract class needs to satisfy.
@artofscience could you add some thoughts / proposed layouts here based on the developments with the
pdip
solver.