jump-dev / jump-dev/MathOptInterface.jl

Setting starting values for vector variable bridges

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Submodule: Bridges
Dominant language
Julia
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Description

This is working for `FlipSignBridge` since it just multiply by `-1` but for a linear map that is not diagonal, we cannot set the starting values variable by variable.

https://github.com/jump-dev/MathOptInterface.jl/blob/5025b50de1d6cb29e6bbb0d26adfcf1b57b6a51c/src/Bridges/Variable/set_map.jl#L182-L192

We would need to cache the vector of starting values in the bridge and then do the linear map in `final_touch`.

Alternatively, this caching could be done by `BridgeOptimizer` to simplify the job of each bridge but that caching isn't needed for `FlipSignBridge` so it could be a waste.

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