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Add support for custom objective functions in UniversalFallback. #1086

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Merged
merged 5 commits into from
May 29, 2020
Merged

Add support for custom objective functions in UniversalFallback. #1086

merged 5 commits into from
May 29, 2020

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martinbiel
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Quick prototype that resolves #1085

Tests are missing.

blegat
blegat reviewed May 6, 2020
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blegat
blegat reviewed May 7, 2020
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blegat
blegat reviewed May 7, 2020
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blegat
blegat reviewed May 7, 2020
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blegat
blegat reviewed May 7, 2020
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blegat
blegat reviewed May 7, 2020
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@blegat
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blegat commented May 7, 2020

Implementation looks good. Just missing tests

@martinbiel
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I added some simple tests to universalfallback.jl, but more importantly I believe

function MOI.supports(
    ::ModelForUniversalFallback{T},
    ::Type{MOI.ObjectiveFunction{MOI.ScalarAffineFunction{T}}}) where T
    return false
end

should give a lot of coverage from the unit tests. I also rebased the branch on master.

blegat
blegat approved these changes May 29, 2020
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Looks good, thanks !

@blegat blegat merged commit 43e4e1a into jump-dev:master May 29, 2020
@martinbiel martinbiel deleted the uf_objective branch May 29, 2020 22:09
@blegat blegat added this to the v0.9.14 milestone May 30, 2020
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Feature request: Support custom objective functions in UniversalFallback

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@martinbiel @blegat