search

or-fusion / pao

A Python Package for Adversarial Optimization
Other
17 stars 15 forks source link

Dual and KKT for Nonlinear Problems #89

Open michaelbynum opened 2 years ago

michaelbynum commented 2 years ago

This PR adds some functionality to:

  1. Generate the dual problem for nonlinear (assumed to be convex) problems

    • this is done carefully so the dual can efficiently be rebuilt when the model is modified (e.g., fixing a variable, branching, etc.)

  2. Generate the KKT conditions for general Pyomo models

These are the first steps toward a general solver for non-convex min-max problems.

michaelbynum commented 2 years ago

The tests should fail. I need to get a PR merged in Pyomo.

whart222 commented 2 years ago

Mike, what's the status of the associated PR for Pyomo?

michaelbynum commented 2 years ago

The associated Pyomo PR has been merged.

michaelbynum commented 2 years ago

It looks like the tests in pao/duality are not getting picked up?