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| yI, yN = zeros(n), zeros(n) | ||
| δ = sense == MOI.MIN_SENSE ? -1 : 1 | ||
| # This tolerance is really important! | ||
| δ = 1.0 |
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Is this tolerance arbitrary? Why 1.0?
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Since these algorithms target integer programs, the e-constraints enforces f_i(x) < u_i and the bound are integer as well.
| end | ||
| _, Y = _compute_point(model, variables, f_i) | ||
| yN[i] = Y | ||
| yN[i] = Y + δ |
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So the +1 (now + δ) was needed because we have a separate constraint that f_i <= u - δ. So the box bounds need to account for that?
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There was a +1 here because the \delta was for e-constraints. Having +1 makes it consistent with KS and DR. Original algorithm uses some big M.
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #108 +/- ##
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- Coverage 98.78% 98.78% -0.01%
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Files 9 9
Lines 991 990 -1
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- Hits 979 978 -1
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2 participants
Part of #105
Alternative to #107
I'll comment in-line.