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Add Logic-Based Discrete-Steepest Descent Algorithm in GDPOpt #3331
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #3331 +/- ##
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- Coverage 88.50% 88.37% -0.13%
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Files 868 869 +1
Lines 98418 98614 +196
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+ Hits 87100 87154 +54
- Misses 11318 11460 +142
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I will add tests to increase the code coverage. |
Summary/Motivation:
This PR introduces the implementation of the Logic-Based Discrete Steepest Descent algorithm in GDPOpt.
The Logic-based Discrete-Steepest Descent Algorithm (LD-SDA) is a solution method for GDP problems involving ordered Boolean variables. The LD-SDA reformulates these ordered Boolean variables into integer decisions called external variables. The LD-SDA solves the reformulated GDP problem using a two-level decomposition approach where the upper-level subproblem determines external variable configurations. Subsequently, the remaining continuous and discrete variables are solved as a subproblem only involving those constraints relevant to the given external variable arrangement, effectively taking advantage of the structure of the GDP problem.
More details in the paper https://arxiv.org/abs/2405.05358 .
@emma58 @bernalde
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