alphaville / alphaville/optimization-engine

Support general rectangles with ALM and preconditioning

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#303 0 則留言 0 個 reaction 已指派 1 人 已被 @ruairimoran 認領 在 GitHub 檢視
enhancement python
主要語言
Rust
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648
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71
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描述

**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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