Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I had some time to look a bit closer at
PiecewiseLinearOpt
. Both to get better acquainted with the code and to see how easy it is to combine it with functionality ofPiecewiseAffineApprox
, I have had a look at the work Joey had started back in 2020 in the rewrite branch. As part of this I have done some minor updates and changes to have this up and running with the latest JuMP and using HiGHS for testing. I have also added an interface that matches what exists in the current version to run all tests.I got most methods working (except
MultipleChoice
that will need some conversion routines from a vertex-representation to halfplane-representation andOptimalIndependentBranching
that was just too slow).@odow When you mention a complete rewrite in issue #54, did you consider using this branch as a starting point? It uses more dispatching and avoids the giant
if
-switch you mention. It also opens up for more flexibility in algorithms and number of variables (both input and output).