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Use HiGHS to compute the dual objective value #226

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Sep 20, 2024
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Use HiGHS to compute the dual objective value #226

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Use HiGHS to compute the dual objective value
odow Sep 20, 2024
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odow Sep 20, 2024
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odow Sep 20, 2024
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odow Sep 20, 2024
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Update test/MOI_wrapper.jl
odow Sep 20, 2024
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5 changes: 2 additions & 3 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -2096,10 +2096,9 @@ function _dual_objective_contribution(l, x, u, d)
return ifelse(abs(x - l) < abs(x - u), l, u) * d
elseif isfinite(l)
return l * d
elseif isfinite(u)
return u * d
else
return 0.0
@assert isfinite(u)
return u * d
end
end

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10 changes: 10 additions & 0 deletions test/MOI_wrapper.jl
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Expand Up @@ -921,6 +921,16 @@ function test_infeasible_point()
return
end

function test_DualObjectiveValue_int()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x, _ = MOI.add_constrained_variable(model, MOI.ZeroOne())
MOI.optimize!(model)
@test isnan(MOI.get(model, MOI.DualObjectiveValue()))
return
end

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end # module

TestMOIHighs.runtests()
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