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Implementing LOA and its infinite version.#137

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dnguyen227 wants to merge 61 commits into
infiniteopt:masterfrom
dnguyen227:loa_two_models
Open

Implementing LOA and its infinite version.#137
dnguyen227 wants to merge 61 commits into
infiniteopt:masterfrom
dnguyen227:loa_two_models

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@dnguyen227

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Implements LOA with two main components.

  • a primary NLP — the model reformulated by an inner_method (BigM, MBM, or Hull) with the disjunct binaries fixed at the current selection, and
  • a master MILP that accumulates outer-approximation and no-good cuts until its bound meets the incumbent.

For the infinite implementation, the flow is as follows.
Starting from Infinite GDP,

  1. Transcribe InfiniteGDP,
  2. Reformulate and obtain infinite primary NLP.
  3. Transcribe and obtain finite master (MILP) (I stay in this form for adding cuts and resolving).
  4. Fix a combo on the infinite NLP -> Solve.
  5. Emit cuts into the finite master.

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