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The code looks good. In doxygen and sphinx, a better explanation of what a continuous relaxation is should appear. A link to some online resource explaining mixed integer continuous relaxation (for example http://docs.mosek.com/7.0/capi/The_optimizers_for_mixed-integer_problem.html) should also be included. |
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Thanks :) I've added the link and explained what the class does in one sentence. |
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I've created a meta problem for relaxing a (mixed-)integer problem. This will be useful when implementing a branch and bound algorithm.