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Add quadratic relaxation source #15

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Jul 10, 2025
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Add quadratic relaxation source #15

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8 changes: 6 additions & 2 deletions src/kernel_writer/kernel_write.jl
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Expand Up @@ -58,8 +58,12 @@ function kgen(num::Num, gradlist::Vector{Num}, raw_outputs::Vector{Symbol}, cons
indep_vars = get_name.(pull_vars(num))

# Deal with quadratic functions differently, if `affine_quadratic` is true.
# This uses Matt's version of affine quadratic relaxations, seen in EAGO's
# `affine_relax_quadratic!` function.
# This uses SCIP's method of handling nonconvex quadratic terms, which is explained
# in section 2.4.3.2 of:
# Vigerske, S. and Gleixner, A. "SCIP: global optimization of mixed-integer
# nonlinear programs in a branch-and-cut framework". Optimization Methods
# and Software, 33:3, 563-593 (2018). DOI: 10.1080/10556788.2017.1335312
# This method is also used in EAGO's `affine_relax_quadratic!` function.
if affine_quadratic==true && is_quadratic(num) # NOTE: When switching to MOI variables, this will be easy to detect
func_name = kgen_affine_quadratic(expr_hash, num, gradlist, func_outputs, constants)
return func_name
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