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Add InfiniteOpt as an Extension#130

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pulsipher merged 33 commits intoinfiniteopt:masterfrom
dnguyen227:infiniteext
Jan 6, 2026
Merged

Add InfiniteOpt as an Extension#130
pulsipher merged 33 commits intoinfiniteopt:masterfrom
dnguyen227:infiniteext

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Working version of #114 .

This adds an extension such that DisjunctiveProgramming is compatible with InfiniteOpt. It overloads the needed functions and provide the InfiniteGDPModel and InfiniteLogical functions.

A basic example is shown below:

using DisjunctiveProgramming, InfiniteOpt, HiGHS

# Create the model
model = InfiniteGDPModel(HiGHS.Optimizer)

# Create the infinite variables
I = 1:4
@infinite_parameter(model, t  [0, 1], num_supports = 100)
@variable(model, 0 <= g[I] <= 10, Infinite(t))

# Add the disjunctions and their indicator variables
@variable(model, G[I, 1:2], InfiniteLogical(t))
@constraint(model, [i  I, j  1:2], 0 <= g[i], Disjunct(G[i, 1]))
@constraint(model, [i  I, j  1:2], g[i] <= 0, Disjunct(G[i, 2]))
@disjunction(model, [i  I], G[i, :])

# Add the logical propositions
@variable(model, W, InfiniteLogical(t))
@constraint(model, G[1, 1]  G[2, 1]  G[3, 1] == W := true)
@constraint(model, 𝔼(binary_variable(W), t) >= 0.95) # incorporate binary variable of logical variable in a nonlogical constraint

# Reformulate and solve 
optimize!(model, gdp_method = Hull())

# check the results
value(W)

As of right now, Hull, BigM, Indicator, and PSplit methods will function. Cutting Planes and Multiple BigM methods will be added in the future.

@dnguyen227 dnguyen227 marked this pull request as ready for review December 17, 2025 04:38
@dnguyen227 dnguyen227 marked this pull request as draft December 19, 2025 19:24
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codecov-commenter commented Dec 21, 2025

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@dnguyen227 dnguyen227 marked this pull request as ready for review December 22, 2025 17:02
@dnguyen227 dnguyen227 marked this pull request as draft December 22, 2025 17:25
@dnguyen227 dnguyen227 marked this pull request as ready for review December 22, 2025 18:20
@dnguyen227 dnguyen227 requested a review from pulsipher January 4, 2026 20:40
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Just two minor questions

@dnguyen227 dnguyen227 requested a review from pulsipher January 5, 2026 23:29
@pulsipher pulsipher merged commit e9e7222 into infiniteopt:master Jan 6, 2026
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3 participants