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Fix dual objective value with free variable #255

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Dec 4, 2024
Merged

Fix dual objective value with free variable #255

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9842ec4
Fix dual objective value with free variable
odow Dec 4, 2024
9d3c9c0
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odow Dec 4, 2024
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5 changes: 3 additions & 2 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -2271,9 +2271,10 @@ function _active_bound(l, x, u, d)
end
elseif isfinite(l)
return l
else
@assert isfinite(u)
elseif isfinite(u)
return u
else
return 0.0
end
end

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14 changes: 14 additions & 0 deletions test/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -941,11 +941,13 @@ function test_active_bound()
(0.0, 1.0, 1.0, -2.0) => 1.0,
(0.0, 0.6, 1.0, -2.0) => 1.0,
(0.0, 0.6, 1.0, 2.0) => 1.0, # incorrect d but doesn't matter
(-Inf, 0.0, Inf, 0.0) => 0.0,
# It's a ray. Choose based on sign
(0.0, NaN, 1.0, 2.0) => 0.0,
(0.0, NaN, 1.0, 1e-10) => 0.0,
(0.0, NaN, 1.0, -2.0) => 1.0,
(0.0, NaN, 1.0, -1e-10) => 1.0,
(-Inf, NaN, Inf, 0.0) => 0.0,
# It's a one-sided ray
(0.0, NaN, Inf, 2.0) => 0.0,
(0.0, NaN, Inf, -1e-10) => 0.0,
Expand All @@ -972,6 +974,18 @@ function test_add_constrained_variable_tuple()
return
end

function test_dual_objective_value_infeasible()
model = HiGHS.Optimizer()
x = MOI.add_variable(model)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = 1.0 * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test MOI.get(model, MOI.DualStatus()) == MOI.INFEASIBLE_POINT
@test MOI.get(model, MOI.DualObjectiveValue()) == 0.0
return
end

end # module

TestMOIHighs.runtests()
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