Save constraint and objective data from agent decision optimization#175
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Save constraint and objective data from agent decision optimization#175
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… fully encompasses d_r
…luding capturing and returning XNS results
…raint status, and objective values
…cluding constraint and objective data) from the integral model, then solve the relaxed-integrality model to get constraint dual values; save that data to DB
biegelk
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This PR increases the amount and usefulness of data saved from agent decision optimization solutions:
To create the duals, this PR also expands the agent decision optimization routine to solve the integral problem, save results, then relax integrality on the original problem and re-solve. This allows retrieval of all binding constraints for the relaxed problem (i.e. constraints with non-zero dual), as MILPs don't have defined duals due to non-continuity of variables.
Integral and relaxed problems usually produce similar but not identical results even with rounding. Binding constraints are useful for approximate diagnostics but aren't guaranteed to be fully accurate.