Added relax_constraint, similar to relax_integrality

[this-josh]

I've added a method to relax the specified constraints, here is how it works:

    model = Model()
    @variable(model, x)
    @constraint(model, c1, x≤1)
    @test is_valid(model, c1)
    unrelax = relax_constraint(model, c1)
    @test !is_valid(model, c1)
    unrelax()
    @test is_valid(model, model[:c1])

Currently I haven't documented it, if you're interesting in merging this I can add some docs and more thorough testing (e.g. with Non linear constraints).

[odow]

Hi @this-josh, a good first step, before opening a PR, is to open an issue to discuss a proposed change (see step 1: https://jump.dev/JuMP.jl/stable/developers/contributing/#Contribute-code-to-JuMP).

What is the motivation for this? Why is something like delete not sufficient?

The unregister logic is a bit tricky to get right. It won't work for something like

model = Model()
@variable(model, x)
@constraint(model, c[i=1:2], x <= i)
@test is_valid(model, c[1])
unrelax = relax_constraint(model, c[1])
@test !is_valid(model, c[1])
unrelax()
@test is_valid(model, model[:c][1])

Instead of deleting the constraint, and then re-adding, you might be interested in relaxing the feasibility of the problem: jump-dev/MathOptInterface.jl#1995 and #3034.

[codecov]

Codecov Report

Base: 97.63% // Head: 97.62% // Decreases project coverage by -0.01% ⚠️

Coverage data is based on head (c114e30) compared to base (b4eee84).
Patch coverage: 94.11% of modified lines in pull request are covered.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3113      +/-   ##
==========================================
- Coverage   97.63%   97.62%   -0.02%     
==========================================
  Files          32       32              
  Lines        4364     4381      +17     
==========================================
+ Hits         4261     4277      +16     
- Misses        103      104       +1     

Impacted Files	Coverage Δ
src/constraints.jl	96.24% <94.11%> (-0.15%)	⬇️

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[this-josh]

HI, I appreciate that but in this case I had to write the code for my own purposes. With the code written it seemed clearer to open this PR and combine discussion into the PR. In hindsight I could have just included the code snippet in an Issue.

This was useful for me when doing a feasibility pump. I have some non-linear constraints, and my own linear relaxation. Using this I can selectively choose between them.

You're right, I would prefer to avoid deleting constraints. After looking at your links I expect #1995 should cover this in a more elegant way.