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[WIP] Improve barrier reformulation #158

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@cvanaret cvanaret commented Apr 23, 2025

Interior-point methods: handle the slack variables in PrimalDualInteriorPointProblem instead of reformulating the Model into a HomogeneousEqualityConstrainedModel.
Several goals:

  • handle more structure (e.g. the slacks produce a positive definite block in the Hessian that need not be regularized, the inequality constraints get full row rank) at the subproblem level.
  • switch between infeasible (with slacks) and feasible (without slacks) methods more easily.

Milestones:

  • move HomogeneousEqualityConstrainedModel into PrimalDualInteriorPointProblem
  • move FixedBoundsConstrainedModel into PrimalDualInteriorPointProblem
  • delete ScaledModel and create an optional Scaling object in Uno
  • remove ModelFactory
  • add write_solution in AMPLModel
  • create reformulations on the fly instead of storing them
  • fix computation of infeasibility measure
  • fix computation of least-square multipliers

@cvanaret cvanaret force-pushed the barrier_reformulation2 branch from f18ba8a to 6c28b86 Compare May 14, 2025 15:13
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