Query optimizer support for indicator constraints

Specific Domains Optimization (Mathematical)
1

Hello,

Is there a way to query if a solver supports indicator constraints? I’d like to write a function that produces a model that uses indicator constraints if they are supported and reverts to a big-M constraints if not given an optimizer.

Thanks.

2

Hey, welcome!

Check:
https://jump.dev/MathOptInterface.jl/stable/reference/constraints/#MathOptInterface.supports_constraint

If you try from JuMP, with SCIP solver, you can do:

using JuMP, SCIP
const MOI =  MathOptInterface
model = Model(SCIP.Optimizer)
MOI.supports_constraint(
    backend(model),
    MOI.VectorAffineFunction{Float64},
    MOI.IndicatorSet{
        MOI.ACTIVATE_ON_ONE,
        MOI.LessThan{Float64}})
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