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Fix sign errors in Farkas dual when solution is degenerate #161

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Dec 4, 2020
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Fix sign errors in Farkas dual when solution is degenerate #161

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11 changes: 7 additions & 4 deletions src/MOI_wrapper/infeasibility_certificates.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -40,12 +40,15 @@ function _get_infeasibility_ray(model::Optimizer, ray::Vector{Float64})
if unbounded_index == 0
return false # Something went wrong finding an unbounded ray.
end
primal = if unbounded_index <= m
glp_get_row_prim(model, unbounded_index)
# If the primal value exceeds the upper bound, then the unbounded_index
# wants to increase. Otherwise, it must want to decrease.
scale = if unbounded_index <= m
primal = glp_get_row_prim(model, unbounded_index)
primal > glp_get_row_ub(model, unbounded_index) ? 1 : -1
else
glp_get_col_prim(model, unbounded_index - m)
primal = glp_get_col_prim(model, unbounded_index - m)
primal > glp_get_col_ub(model, unbounded_index - m) ? 1 : -1
end
scale = xor(glp_get_obj_dir(model) == GLP_MAX, primal > 0) ? -1 : 1
if unbounded_index <= m
ray[unbounded_index] = scale
end
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