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1. Define the new `struct` infinite domain type (only thing required as bare minimum)
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2. Extend [`InfiniteOpt.supports_in_domain`](@ref) (enables error checking of supports)
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3. Extend [`InfiniteOpt.generate_support_values`](@ref) (enables support generation via `num_supports` keyword arguments)
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4. If a lower bound and upper bound can be reported, extend `JuMP` lower bound and upper bound methods (enables automatic bound detection in `integral`)
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5. Extend [`InfiniteOpt.MeasureToolbox.generate_expect_data`](@ref) (enables the use of `expect`)
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2. Extend[`InfiniteOpt.round_domain`](@ref) (enables safe use of significant digit rounding)
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3. Extend [`InfiniteOpt.supports_in_domain`](@ref) (enables error checking of supports)
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4. Extend [`InfiniteOpt.generate_support_values`](@ref) (enables support generation via `num_supports` keyword arguments)
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5. If a lower bound and upper bound can be reported, extend `JuMP` lower bound and upper bound methods (enables automatic bound detection in `integral`)
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6. Extend [`InfiniteOpt.MeasureToolbox.generate_expect_data`](@ref) (enables the use of `expect`)
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As an example, let's create a univariate disjoint interval domain as an infinite
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domain type. This corresponds to the domain ``[lb_1, ub_1] \cup [lb_2, ub_2]``
@@ -82,13 +83,25 @@ to extend [`generate_integral_data`](@ref). See [`Measure Evaluation Techniques`
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for details.
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To enable support domain checking which is useful to avoid strange bugs, we will
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extend [`InfiniteOpt.supports_in_domain`](@ref). This returns a `Bool` to
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indicate if a vector of supports are in the domain:
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extend [`InfiniteOpt.round_domain`](@ref) which rounds the domain to use proper
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significant digits and [`InfiniteOpt.supports_in_domain`](@ref) which returns a
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`Bool` whether a vector of supports is in the domain:
┌ Warning: Support/method changes will invalidate existing derivative evaluation constraints that have been added to the InfiniteModel. Thus, these are being deleted.
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