Incorrect behavior with the relax_integrality solver option

[ghackebeil]

The way this option is handled in the CPLEX solver plugin is to simply change the problem type to an LP. However, this produces incorrect behavior when the problem has any quadratic constraints or objective terms (they get ignored).

Also, this is technically not a solver option. It should probably be managed using a keyword to the solve command.

[mrmundt]

@ghackebeil - I'm going through old bug reports. Do you know if this bug still exists in the current version of Pyomo?

[ghackebeil]

Yes. From CPLEX.py:

        if 'relax_integrality' in self.options:
            script += 'change problem lp\n'