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Added support for an indicator constraint to QuadraticProgram #151
Added support for an indicator constraint to QuadraticProgram #151
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I suggest
IndicatorToLinear
because this converts not only inequality constraints but also equality constraints. Another reason is that there is another way to convert indicator constraints into quadratic constraints.There was a problem hiding this comment.
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make sure that big_m is a positive value.
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I think it does work even when big_m is a negative value in this case. When it's inactive, it becomes lhs <= the upperbounds of lhs. (When rhs is larger than the upper bound of lhs, the constraint doesn't make sense though).