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Fix objective value when LP is unbounded #19

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Merged
rapids-bot merged 2 commits into from
May 20, 2025
Merged

Fix objective value when LP is unbounded #19

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e3c6e22
Fix objective value when LP is unbounded
chris-maes May 19, 2025
9fb7177
Merge branch 'branch-25.05-nvidia' into fix_objective_for_unbounded_lps
chris-maes May 19, 2025
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10 changes: 10 additions & 0 deletions cpp/src/dual_simplex/solve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -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;
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