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ParametricMCPs 0.2 Breaking Changes #38

@lassepe

Description

@lassepe

We are planning a new release with the follow breaking changes

New High-Level Workflow

  • As before, the user constructs an MCP from F, lb, ub.
  • Unlike before, the MCP can be converted into different transcriptions
  • We now support multiple solvers. A solver is generated by handing an MCP transcription to solver constructor
  • The solver is called as solver(θ[; initial_guess]). It's output format depends on the input format
  • TODO: think about this --- maybe we need a MCPVariables type that is associated with each problem format

Features to Implement

Must have

  • There is a new abstract problem type AbstractParametricMCP with a nominal concrete version that only takes in F(z,\theta), lb, ub and no gradients. Gradients are now considered solver-internals
  • Beyond the nominal problem type, we provide different transcription types + conversion scheme; e.g G-H-slack formulation.
  • There will be a AbstractMCPSolution type: each concrete problem struct has a concrete solution struct associated with it; we provide conversions

Maybe

  • The user can specify which output format they want

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