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Add support for infeasibility certificates #38

Merged
merged 4 commits into from
Feb 17, 2021
Merged

Add support for infeasibility certificates #38

merged 4 commits into from
Feb 17, 2021

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odow
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@odow odow commented Feb 16, 2021

Currently WIP (tests failing) because HiGHS doesn't seem to be able to reliably find rays. It get warnings like:

INFO   : Problem status detected on presolve: Unbounded
WARNING: Method getPrimalRay is still under development and behaviour may be unpredictable

Closes #26

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codecov bot commented Feb 17, 2021

Codecov Report

Merging #38 (e5c7fbf) into master (3c9adef) will increase coverage by 1.38%.
The diff coverage is 98.43%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #38      +/-   ##
==========================================
+ Coverage   81.69%   83.07%   +1.38%     
==========================================
  Files           3        3              
  Lines         743      786      +43     
==========================================
+ Hits          607      653      +46     
+ Misses        136      133       -3     
Impacted Files Coverage Δ
src/MOI_wrapper.jl 92.01% <98.43%> (+0.41%) ⬆️
src/wrapper/libhighs_api.jl 32.20% <0.00%> (+2.20%) ⬆️

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"""
function _farkas_variable_dual(model::Optimizer, col::Cint)
num_nz, num_cols = Ref{Cint}(0), Ref{Cint}(0)
# TODO(odow): how does getColsByRangeWork???
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Here's upstream: https://github.com/ERGO-Code/HiGHS/blob/2b89bd90391bb60edf252e0cbc7ea40f59798cf9/src/simplex/HighsSimplexInterface.cpp#L513-L573

It'd be nice to have the Gurobi/CPLEX behavior where you can pass NULL and have it populate num_nz so you can allocate the correct length.

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@odow odow changed the title WIP: add support for infeasibility certificates Add support for infeasibility certificates Feb 17, 2021
@odow odow merged commit cf5ba9e into master Feb 17, 2021
@odow odow deleted the od/certificates branch February 17, 2021 07:00
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Add support for MOI.INFEASIBILITY_CERTIFICATE
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