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ibex-team / ibex-lib

IBEX is a C++ library for constraint processing over real numbers.
http://ibex-team.github.io/ibex-lib/
GNU Lesser General Public License v3.0
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[ibexopt] KuhnTuckerLP to be re-implemeted and re-tested #451

Open gchabert opened 4 years ago

gchabert commented 4 years ago

Now that we can change dynamically the variables of the LP solver (since #https://github.com/ibex-team/ibex-lib/commit/fde848d8f259b660adb2932bc6054b9d53500571, see the "reset" function) we can reimplement CtcKuhnTuckerLP so that instead of adding all constraints/multipliers statically (via the KuhnTuckerSystem), only active constraints and corresponding multipliers can be dynamically added to the LP solver.