Utility for relaxing integrality #2275
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src/variables.jl
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| - Binary constraints are deleted, and variable bounds are tightened if | ||
| necessary to ensure the variable is constrained to the interval ``[0, 1]``. | ||
| - Integrality constraints are deleted without modifying variable bounds. | ||
| - Semi-continuous and semi-integer constraints are ignored (left in place). |
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No error for semi-continuous, semi-integer, SOS constraints then?
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I added an error for semi-continuous and semi-integer because we might want to add support for those in the future (and removing an error isn't a breaking change). I think SOS, indicator and other constraints are clearly out of scope (the name of the function is relax_integrality) and should be ignored. We can't possibly enumerate all types of constraints that might cause the problem to have discrete aspects.
Codecov Report
@@ Coverage Diff @@
## master #2275 +/- ##
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+ Coverage 91.12% 91.26% +0.13%
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Files 42 42
Lines 4192 4234 +42
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+ Hits 3820 3864 +44
+ Misses 372 370 -2
Continue to review full report at Codecov.
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Closes #1611
CC @mtanneau