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Correctly Rounding McCormick operator mode #20

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mewilhel opened this issue Jun 15, 2020 · 0 comments
Open

Correctly Rounding McCormick operator mode #20

mewilhel opened this issue Jun 15, 2020 · 0 comments
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enhancement New feature or request
Milestone
Version 2.0.0

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@mewilhel
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  • Introduce a NSSafe McCormick operator mode, which correctly rounds convex and concave relaxations.
  • Introduce a utility function that takes a box P, a point p, a function, and an input McCormick relaxations then outer rounds cv and cc further to ensure that the subgradients are valid in the presence of rounding error.
@mewilhel mewilhel added this to the Version 2.0.0 milestone Jun 15, 2020
@mewilhel mewilhel added the enhancement New feature or request label Jun 15, 2020
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enhancement New feature or request
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Version 2.0.0
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@mewilhel