However, their API seems to be very strange, for example:
So I can't understand how should I implement those linear inequalities b ≤ Ax ≤ b + d where lower or upper coordinate is +/- inf (btw a small bug is using 'd' literal instead of 'r' or wise versa). I hadn't get any explanations from Elefant documentation.
minimize (c, x)
subject to b ≤ Ax ≤ b + d and l ≤ x ≤ u:
mysolver = intpointsolver.CLPSolver()
x, y, how = mysolver.Solve( c, A, b, r, l, u)
minimize 0.5*(x, Hx) + (c, x)
subject to b ≤ Ax ≤ b + d and l ≤ x ≤ u :
mysolver = intpointsolver.CLPSolver()
x, y, how = mysolver.Solve( c, H, A, b, r, l, u)
Ok, maybe for [a, +inf) bounds they mean using d (that is r) = inf, but how should I handle (-inf, a] bounds?
Maybe Elefant developers will fix the issue.
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