Piecewise linear constraints: follow-up improvements#602
Open
FabianHofmann wants to merge 10 commits intomasterfrom
Open
Piecewise linear constraints: follow-up improvements#602FabianHofmann wants to merge 10 commits intomasterfrom
FabianHofmann wants to merge 10 commits intomasterfrom
Conversation
…ts API, LP formulation for convex/concave cases, and simplify tests
…code, improve errors
…l formulation, add domain bounds to LP formulation - Incremental method now uses binary indicator variables with link/order constraints to enforce proper segment filling order (Markowitz & Manne) - LP method now adds x ∈ [min(xᵢ), max(xᵢ)] domain bound constraints to prevent extrapolation beyond breakpoints
…only where needed
Validate trailing-NaN-only for SOS2 and disjunctive methods to prevent corrupted adjacency. Fail fast when skip_nan_check=True but breakpoints actually contain NaN.
Support reversed syntax (y == piecewise(...)) via __le__/__ge__/__eq__ dispatch in BaseExpression and ScalarLinearExpression. Fix LP example to use power == demand for more illustrative results.
- Add @overload to comparison operators (__le__, __ge__, __eq__) in BaseExpression and Variable to distinguish PiecewiseExpression from SideLike return types - Update ConstraintLike type alias to include PiecewiseConstraintDescriptor - Fix PiecewiseConstraintDescriptor.lhs type from object to LinExprLike - Fix dict/sequence type mismatches in _dict_to_array, _dict_segments_to_array, _segments_list_to_array - Remove unused type: ignore comments - Narrow ScalarLinearExpression/ScalarVariable return types to not include PiecewiseConstraintDescriptor (impossible at runtime)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
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.
Changes proposed in this Pull Request
Strongly needed follow-up improvements to the piecewise linear constraints feature:
piecewisefunction to create aPiecewiseExpressionwhich can be used in operations likey == piecewise(x, x_pts, y_pts)breakpointsandsegments(new) clearer.doc/piecewise-linear-constraints.rstand updated notebookChecklist
doc.doc/release_notes.rstof the upcoming release is included.