Add support for indicator constraints #120
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mmghannam
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Jan 11, 2024
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Thank you @mohammadfawaz for the great PR! I added only one small comment, otherwise ready to merge.
| rhs: f64, | ||
| name: &str, | ||
| ) -> Rc<Constraint> { | ||
| assert_eq!(vars.len(), coefs.len()); |
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Would be good to have an assert here that the bin_var is indeed binary.
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Added the assert.
Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## main #120 +/- ##
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+ Coverage 74.96% 76.05% +1.09%
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Files 13 13
Lines 1725 1737 +12
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+ Hits 1293 1321 +28
+ Misses 432 416 -16 ☔ View full report in Codecov by Sentry. |
mohammadfawaz
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Jan 12, 2024
Closes #403 Most expressions are now supported. Calls, state stuff, and if expressions are not supported yet. The file `scip.rs` grow too much so I had to split it into multiple modules. I'm now using a forked version of `russcip` until [this PR](scipopt/russcip#120) makes it in and a release is published. That change adds "indicator constraints" which are critical for Boolean operators, especially `||`. Note that not every solver supports indicator constraints. For those solvers, we'd have to use a different approach: likely the ["big-M" method ](https://en.wikipedia.org/wiki/Big_M_method) which I've used in the past in my grad school research and found that it adds instability and performance issues. For now, SCIP is fine and likely the ideal option for the vast majority of problems.
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Closes #119
Indicator constraints can now be added using:
which uses SCIP's
SCIPcreateConsBasicIndicatorunder the hood.This is quite useful for manipulating all kinds of Boolean expressions such as OR constraints etc.