Use relax_integrality

[odow]

Instead of:

PlasmoAlgorithms.jl/lib/PlasmoBenders/src/solution.jl

Lines 230 to 293 in 6c9e489

	function _optimize_in_backward_pass(optimizer, i)
	object = optimizer.solve_order[i]
	### Unset binary/integer variables
	bin_vars_dict = optimizer.binary_map[object]
	int_vars_dict = optimizer.integer_map[object]
	bin_vars = collect(keys(bin_vars_dict))
	int_vars = collect(keys(int_vars_dict))
	# Unset binary/integer variables and set bounds
	JuMP.unset_binary.(bin_vars)
	bin_vars_not_fixed = (!).(JuMP.is_fixed.(bin_vars))
	JuMP.set_upper_bound.(bin_vars[bin_vars_not_fixed], 1)
	JuMP.set_lower_bound.(bin_vars[bin_vars_not_fixed], 0)
	JuMP.unset_integer.(int_vars)
	if i != 1
	comp_vars = optimizer.comp_vars[object]
	var_copy_map = optimizer.var_copy_map[object]
	primal_iters = optimizer.primal_iters[object]
	last_primals = primal_iters[:, size(primal_iters, 2)]
	# Fix primal solutions
	for (j, var) in enumerate(comp_vars)
	JuMP.fix(var_copy_map[var], last_primals[j], force = true)
	end
	end
	# Optimize the next node
	optimize!(object)
	# Check termination status
	_check_termination_status(optimizer, object, i)
	# If it's not the first node, save the dual and phi values
	if i != 1
	dual_iters = optimizer.dual_iters[object]
	next_duals = _get_next_duals(optimizer, object)
	next_phi = JuMP.value(object, JuMP.objective_function(object))
	optimizer.dual_iters[object] = hcat(dual_iters, next_duals)
	push!(optimizer.phis[object], next_phi)
	comp_vars = optimizer.comp_vars[object]
	var_copy_map = optimizer.var_copy_map[object]
	# Fix primal solutions
	for (j, var) in enumerate(comp_vars)
	JuMP.unfix(var_copy_map[var])
	end
	end
	_check_fixed_slacks!(optimizer, object)
	# Reset binary/integer variables
	bin_vars_with_lower_bound = JuMP.has_lower_bound.(bin_vars)
	bin_vars_with_upper_bound = JuMP.has_upper_bound.(bin_vars)
	JuMP.delete_lower_bound.(bin_vars[bin_vars_with_lower_bound])
	JuMP.delete_upper_bound.(bin_vars[bin_vars_with_upper_bound])
	JuMP.set_binary.(bin_vars)
	JuMP.set_integer.(int_vars) #TODO: fix bounds on integer vars?
	end

JuMP has relax_integrality : https://jump.dev/JuMP.jl/stable/api/JuMP/#relax_integrality

Here's SDDP's code for the continuous dual:
https://github.com/odow/SDDP.jl/blob/aec55e2279c4abbd2a15ab1a430f6bb5a526976e/src/plugins/duality_handlers.jl#L92-L118