From e3c6e222b895d26cf3d5d16f2a289d319f26e8dc Mon Sep 17 00:00:00 2001
From: Christopher Maes <cmaes@nvidia.com>
Date: Mon, 19 May 2025 13:24:18 -0700
Subject: [PATCH] Fix objective value when LP is unbounded

---
 cpp/src/dual_simplex/solve.cpp | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/cpp/src/dual_simplex/solve.cpp b/cpp/src/dual_simplex/solve.cpp
index b422be873..05c1512fa 100644
--- a/cpp/src/dual_simplex/solve.cpp
+++ b/cpp/src/dual_simplex/solve.cpp
@@ -218,6 +218,16 @@ lp_status_t solve_linear_program_advanced(const lp_problem_t<i_t, f_t>& original
     original_solution.iterations = iter;
   } else {
     // Dual infeasible -> Primal unbounded
+    settings.log.printf("Dual infeasible\n");
+    original_solution.objective = -inf;
+    if (lp.obj_scale == 1.0) {
+      // Objective for unbounded minimization is -inf
+      original_solution.user_objective = -inf;
+    } else {
+      // Objective for unbounded maximization is inf
+      original_solution.user_objective = inf;
+    }
+    original_solution.iterations = iter;
     return lp_status_t::UNBOUNDED;
   }
   return lp_status;