Dual and KKT for Nonlinear Problems #89
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The tests should fail. I need to get a PR merged in Pyomo. |
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Mike, what's the status of the associated PR for Pyomo? |
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The associated Pyomo PR has been merged. |
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It looks like the tests in pao/duality are not getting picked up? |
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This PR adds some functionality to:
Generate the dual problem for nonlinear (assumed to be convex) problems
Generate the KKT conditions for general Pyomo models
These are the first steps toward a general solver for non-convex min-max problems.