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Add infeasibility certificate for variable bounds #155

Merged
merged 2 commits into from
Nov 8, 2020
Merged

Add infeasibility certificate for variable bounds #155

merged 2 commits into from
Nov 8, 2020

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odow
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@odow odow commented Nov 3, 2020

Follows jump-dev/Gurobi.jl#363

This also changes how we compute infeasibility certificates. We now directly solve the dual and obtain an unbounded ray, instead of simply aggregating violated constraints. The previous behavior generated a valid infeasibility certificate, but it didn't match the Farkas-type results in the tests.

@odow odow requested a review from blegat November 3, 2020 03:52
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joaquimg commented Nov 3, 2020

These new tests are not in MOI to avoid breaking changes?

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odow commented Nov 3, 2020

Until we get some conventions that generalize across solvers, I thought it would be better to keep the tests within this repo. It we have some tests that multiple solvers pass, we can add them to MOI.

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codecov bot commented Nov 3, 2020

Codecov Report

Merging #155 into master will increase coverage by 0.95%.
The diff coverage is 95.87%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #155      +/-   ##
==========================================
+ Coverage   85.46%   86.42%   +0.95%     
==========================================
  Files           8        8              
  Lines        1390     1392       +2     
==========================================
+ Hits         1188     1203      +15     
+ Misses        202      189      -13     
Impacted Files Coverage Δ
src/MOI_wrapper/infeasibility_certificates.jl 91.48% <91.11%> (+18.47%) ⬆️
src/MOI_wrapper/MOI_wrapper.jl 89.72% <100.00%> (+0.09%) ⬆️
src/gen/libglpk_api.jl 68.63% <0.00%> (+0.45%) ⬆️

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2 participants