GDPOptimizer and LOA

[dnguyen227]

This PR is a different way to implement #137. Instead #71 is implemented as well as an optimizer layer where the LOA algorithm will run. This was tested on some problems from the SECQUOIA/gdplib, as well as the existing InfiniteGDP case studies we have (InfiniteDisjunctiveProgramming.jl works out of the box).

using DisjunctiveProgramming, GDPOptimizer
using HiGHS, Ipopt

model = GDPModel(() -> GDPOptimizer.Optimizer(
    nlp_solver = Ipopt.Optimizer,
    mip_solver = HiGHS.Optimizer))
set_silent(model)

@variable(model, 0 <= x <= 10)
@variable(model, Y[1:2], Logical)
@constraint(model, x <= 3, Disjunct(Y[1]))
@constraint(model, x^2 == 64, Disjunct(Y[2]))
@disjunction(model, Y)
@objective(model, Max, x)

optimize!(model, gdp_method = MOIDisjunction())

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.52%. Comparing base (a4ebe8a) to head (9361d9c).

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #140   +/-   ##
=======================================
  Coverage   99.51%   99.52%           
=======================================
  Files          17       19    +2     
  Lines        2061     2091   +30     
=======================================
+ Hits         2051     2081   +30     
  Misses         10       10           

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