Fix getting infeasible primal/dual solutions (#216)

jump-dev · Jun 19, 2024 · 157b89d · 157b89d
1 parent 5459398
commit 157b89d
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Showing 2 changed files with 53 additions and 22 deletions.
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
@@ -1857,25 +1857,21 @@ function _store_solution(model::Optimizer, ret::HighsInt)
         ret = Highs_getPrimalRay(model, statusP, x.colvalue)
         # Don't `_check_ret(ret)` here, just bail is there isn't a dual ray.
         x.has_primal_ray = (ret == kHighsStatusOk) && (statusP[] == 1)
-    else
-        Highs_getIntInfoValue(model, "primal_solution_status", statusP)
-        x.primal_solution_status = statusP[]
-        Highs_getIntInfoValue(model, "dual_solution_status", statusP)
-        x.dual_solution_status = statusP[]
-        if x.primal_solution_status != kHighsSolutionStatusNone
-            Highs_getSolution(
-                model,
-                x.colvalue,
-                x.coldual,
-                x.rowvalue,
-                x.rowdual,
-            )
-            if model.hessian === nothing
-                # No basis is present in a QP.
-                resize!(x.colstatus, numCols)
-                resize!(x.rowstatus, numRows)
-                Highs_getBasis(model, x.colstatus, x.rowstatus)
-            end
+    end
+    if x.has_dual_ray || x.has_primal_ray
+        return  # If a ray is present, we don't query the solution
+    end
+    Highs_getIntInfoValue(model, "primal_solution_status", statusP)
+    x.primal_solution_status = statusP[]
+    Highs_getIntInfoValue(model, "dual_solution_status", statusP)
+    x.dual_solution_status = statusP[]
+    if x.primal_solution_status != kHighsSolutionStatusNone
+        Highs_getSolution(model, x.colvalue, x.coldual, x.rowvalue, x.rowdual)
+        if model.hessian === nothing
+            # No basis is present in a QP.
+            resize!(x.colstatus, numCols)
+            resize!(x.rowstatus, numRows)
+            Highs_getBasis(model, x.colstatus, x.rowstatus)
         end
     end
     return

diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
@@ -88,10 +88,13 @@ function test_runtests_ipm_no_presolve()
     MOI.Test.runtests(
         model,
         MOI.Test.Config(),
-        exclude = String[
+        exclude = [
             # Termination status is OTHER_ERROR
-            "test_conic_linear_INFEASIBLE",
-            "test_conic_linear_INFEASIBLE_2",
+            r"^test_conic_linear_INFEASIBLE$",
+            r"^test_conic_linear_INFEASIBLE_2$",
+            # See https://github.com/ERGO-Code/HiGHS/issues/1807
+            r"^test_conic_NormInfinityCone_INFEASIBLE$",
+            r"^test_conic_NormOneCone_INFEASIBLE$",
             _EXPLICIT_METHOD_FAILURES...,
         ],
     )
@@ -871,6 +874,7 @@ end
 
 function test_nonbasic_equality_constraint()
     model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variable(model)
     ci = MOI.add_constraint(model, 1.0 * x, MOI.EqualTo(1.0))
     MOI.optimize!(model)
@@ -880,12 +884,43 @@ end
 
 function test_variable_basis_status_zero()
     model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variable(model)
     MOI.optimize!(model)
     @test MOI.get(model, MOI.VariableBasisStatus(), x) == MOI.NONBASIC
     return
 end
 
+function test_optimize_errored()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variable(model)
+    MOI.set(model, MOI.NumberOfThreads(), 123_456)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.OTHER_ERROR
+    @test MOI.get(model, MOI.RawStatusString()) ==
+          "There was an error calling optimize!"
+    return
+end
+
+function test_infeasible_point()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    x = MOI.add_variables(model, 2)
+    MOI.add_constraint.(model, x, MOI.GreaterThan(0.0))
+    ci = MOI.add_constraint(model, x[1] + 2.0 * x[2], MOI.LessThan(-1.0))
+    MOI.set(model, MOI.RawOptimizerAttribute("presolve"), "off")
+    MOI.set(model, MOI.RawOptimizerAttribute("solver"), "ipm")
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.INFEASIBLE
+    @test MOI.get(model, MOI.PrimalStatus()) == MOI.INFEASIBLE_POINT
+    @test MOI.get(model, MOI.DualStatus()) == MOI.INFEASIBLE_POINT
+    @test MOI.get(model, MOI.ResultCount()) == 1
+    @test MOI.get(model, MOI.VariablePrimal(), x) isa Vector{Float64}
+    @test MOI.get(model, MOI.ConstraintDual(), ci) isa Float64
+    return
+end
+
 end  # module
 
 TestMOIHighs.runtests()