alphaville / alphaville/optimization-engine
Support general rectangles with ALM and preconditioning
Open
enhancement
python
- Dominant language
- Rust
- Stars
- 648
- Forks
- 71
- PR merge metrics
- No merged PRs in 30d
Description
**Is your feature request related to a problem? Please describe.**
Currently OpEn cannot apply preconditioning to ALM-type constraints when we have general rectangles. Currently the only type of constraints we support are `C={0}` and `C=R^n_+`.
**Describe the solution you'd like**
We should support rectangles as well.
**Describe alternatives you've considered**
We could modify `F1(u; p)` for the constraints to be of the form `F(u; p) <= 0` (unless there is an easier alternative).
**Additional context**
None
**Target version**
Opengen v0.7.2
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