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Document and Test Dual Sign Convention #3528

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Document and Test Dual Sign Convention #3528

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michaelbynum
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Fixes #3519.

Summary/Motivation:

This PR adds documentation and tests for the dual sign convention adopted in the new solver interfaces.

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@bernalde
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I believe this affects MindtPy and GDPOpt as in the implementation of outer-approximation algorithms; we are making assumptions on the directions or the multipliers
@ZedongPeng @emma58

@michaelbynum
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Are MindtPy and/or GDPOpt using the new solver interfaces in contrib/solver/?

@bernalde
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Are MindtPy and/or GDPOpt using the new solver interfaces in contrib/solver/?

Not that I know of, but it might be worth revisiting this

@emma58
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emma58 commented Mar 21, 2025

Are MindtPy and/or GDPOpt using the new solver interfaces in contrib/solver/?

Not that I know of, but it might be worth revisiting this

There's nothing to stop someone from using them as subsolvers--we have those as config arguments. And we aren't testing with them currently, so I think it is possible we could be running afoul of the dual sign convention? But of course, it was before too since we let anyone stick any solver in there...

@michaelbynum
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For what it is worth, I did not have to change any code for this PR. I just added documentation and tests.

@michaelbynum
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I still need to address maximization problems as mentioned in #3519. I'll convert this to a draft for now.

@michaelbynum michaelbynum marked this pull request as draft March 24, 2025 14:01
Robbybp
Robbybp reviewed Mar 24, 2025
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Can you document the following:

  • What happens for maximization problems?
  • How does this formulation map onto "range inequalities"? (I believe the dual's sign implies one side and the other side is implicitly zero.)

@michaelbynum
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Great suggestions. Will do.

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PEP: Dual Sign Convention
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@michaelbynum @bernalde @emma58 @Robbybp @mrmundt