request presolve algorithm feature with convex constraint detection is on

lanl-ansi / Alpine.jl

A Julia/JuMP-based Global Optimization Solver for Non-convex Programs

https://lanl-ansi.github.io/Alpine.jl/latest/

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Closed jac0320 closed 5 years ago

jac0320 commented 6 years ago

@kaarthiksundar asked to do this

Include a solver option called is_convex::Bool (default set to false).

If is_convex is true - then do to the following

Allow for BT iff bound tightening option is set to true and then do one local solve to get the optimal solution.
If BT is set to false then just do one local solve to get the optimal solution.

In this way our solver can handle convex problems if the user can let us know the problem is convex.

kaarthiksundar commented 5 years ago