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Support absolute goal order for minimization goals

Tjerk Vreeken requested to merge alternative-abs-minimization-goal into master

One would typically use order=2 to minimize the absolute value of the goal function, but that makes nominals a bit harder and easily leads to scaling issues. A more involved option that was used is to introduce an auxiliary variable and additional constraints to minimize the absolute value of the goal function.

It is the latter logic that this commit adds to a new mixin, such that the user now only has to instantiate an "AbsoluteMinimizationGoal" instance. The auxiliary variable and accompanying constraints are automatically added behind the scenes.

Closes #1065 (closed)

  • What to do with linearly dependent constraints when function evaluates to (close to) zero --> Doesn't really matter for now. Mostly this new funcationality will be used with qpsol, and it's unlikely to cause issues with other solvers like IPOPT.
  • Seed calculation for path should be Timeseries?
  • What about goal size > 1 (also in seed)
Edited by Tjerk Vreeken

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