Allow algebraic operations on problems.
Now that objectives allow some algebraic operations to work on them (and make use of the new WeightedSum
fallback class), it would maybe be cool to extend this to problems. In particular, a*P + b*Q
could return a new problem with the objectives of P
and Q
added together with coefficients a
and b
and with the constraint sets merged.
I have no idea whether this would be useful but it can be done.