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New matrix variable functionality #957
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #957 +/- ##
==========================================
- Coverage 52.54% 52.01% -0.54%
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Files 20 22 +2
Lines 4345 4893 +548
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+ Hits 2283 2545 +262
- Misses 2062 2348 +286 ☔ View full report in Codecov by Sentry. |
mmghannam
reviewed
Feb 24, 2025
mmghannam
reviewed
Feb 24, 2025
mmghannam
reviewed
Feb 24, 2025
mmghannam
reviewed
Feb 24, 2025
mmghannam
reviewed
Feb 24, 2025
mmghannam
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Feb 24, 2025
Opt-Mucca
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Feb 25, 2025
Opt-Mucca
approved these changes
Feb 25, 2025
mmghannam
reviewed
Feb 25, 2025
mmghannam
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Feb 25, 2025
Co-authored-by: Mohammed Ghannam <ghannam@zib.de>
Co-authored-by: Mohammed Ghannam <ghannam@zib.de>
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What is this?
This PR will track the implementation of the matrix variable functionality. With the current changes, users can do the following:
Motivation
In some optimization sub-fields and other adjacent fields, it is sometimes standard to have a matrix view of the problem. For example, in machine learning one often gets a matrix, does some things to it, and passes it on.
It is also something that general modeling frameworks tend to support, so adding this functionality should make integrating PySCIPOpt into them easier, thus possibly increasing the visibility of PySCIPOpt.
Status
It is now possible to add matrix variables, create expression involving matrix varaibles, and create linear and general nonlinear expressions involving matrix variables. So, in a sense, most of the basic functionality is already here. What is yet missing is proper documentation, more thorough testing (especially on the nonlinear side), and a focus on performance optimization when it comes to building big models. We also want to allow
addCons
to accept matrix variables, as some users might find it more intuitive.Please let us know your thoughts and suggestions regarding this functionality.
This is joint work by @Opt-Mucca, @mmghannam, and @Joao-Dionisio.