Commit f7d3b695 authored by Committed by Tjerk Vreeken
Fix goal relaxation with minimization goals
The default value for fix_minimized_values is True, and therefore a goal relaxation on minimization goals would result in two constraints, one of which would be possibly non-convex. The idea behind fix_minimized_values is to impose a possibly non-convex _equality_ constraint for interior point methods, to avoid numerical issues with small slack variables. We therefore now check if the goal has any relaxation, in which case we impose a single inequality constraint instead of a single equality constraint.
Showing with 8 additions and 5 deletions