• Teresa Piovesan's avatar
    Fix goal relaxation with minimization goals · f7d3b695
    Teresa Piovesan authored
    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.
    f7d3b695
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