Flux constraints JuMP #14
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…jl into ar/flux_constraints
Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## main #14 +/- ##
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- Coverage 97.54% 60.89% -36.65%
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Files 7 10 +3
Lines 285 468 +183
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+ Hits 278 285 +7
- Misses 7 183 +176 ☔ View full report in Codecov by Sentry. |
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(WIP: WORK IN PROGRESS)
Description:
This pull request introduces several key enhancements focusing on enabling the use of neural networks within JuMP constraints and enhancing the handling of two-stage Mixed-Integer Linear Programming (MILP) problems.
Neural Network Integration:
Added a new function dispatch to facilitate the use of neural networks within JuMP constraints.
Specifically adapted the "relu" layer to ensure compatibility with the requirements.
https://github.com/andrewrosemberg/L2O.jl/blob/bf6384cfe56cf1e40462a1065bf51ae63c0b36e5/examples/unitcommitment/unitcommitment.jl#L297-L302
Two-Stage MILP Separation:
Implemented code to effectively separate any MILP problem into a two-stage problem.
Introduced two JuMP objects to represent the two stages of the MILP problem, providing greater flexibility in problem formulation.
https://github.com/andrewrosemberg/L2O.jl/blob/bf6384cfe56cf1e40462a1065bf51ae63c0b36e5/src/cutting_planes.jl#L88-L94
https://github.com/andrewrosemberg/L2O.jl/blob/ar/flux_constraints/src/cutting_planes.jl
Cutting Planes Approach:
Developed code to implement a cutting planes approach for solving the two-stage MILP.
This approach aims to enhance the optimization process by iteratively adding valid cutting planes to tighten the feasible region.
https://github.com/andrewrosemberg/L2O.jl/blob/bf6384cfe56cf1e40462a1065bf51ae63c0b36e5/src/cutting_planes.jl#L177
https://github.com/andrewrosemberg/L2O.jl/blob/ar/flux_constraints/src/cutting_planes.jl
ICNN Fitting:
Introduced code to fit an ICNN to the second stage of a problem created using UnitCommitment.jl.
https://github.com/andrewrosemberg/L2O.jl/blob/bf6384cfe56cf1e40462a1065bf51ae63c0b36e5/examples/unitcommitment/unitcommitment.jl#L217-L232