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Fix 1725 #1732

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merged 3 commits into from
Apr 23, 2024
Merged

Fix 1725 #1732

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d94c8c8
Now reporting number of reductions when limit is finite whatever the …
jajhall Apr 12, 2024
caf3ca6
Update bounds on dual variables when converting inequality into equal…
fwesselm Apr 22, 2024
7881e79
Merge pull request #1730 from fwesselm/fix1725
jajhall Apr 23, 2024
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37 changes: 27 additions & 10 deletions src/presolve/HPresolve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -3007,7 +3007,7 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
return checkLimits(postsolve_stack);
}

auto checkRedundantBounds = [&](HighsInt col) {
auto checkRedundantBounds = [&](HighsInt col, HighsInt row) {
// check if column singleton has redundant bounds
assert(model->col_cost_[col] != 0.0);
if (colsize[col] != 1) return;
Expand All @@ -3032,11 +3032,23 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,

if (model->row_lower_[row] != model->row_upper_[row]) {
if (implRowDualLower[row] > options->dual_feasibility_tolerance) {
// Convert to equality constraint (note that currently postsolve will not
// know about this conversion)
model->row_upper_[row] = model->row_lower_[row];
if (mipsolver == nullptr) checkRedundantBounds(rowDualLowerSource[row]);
// Since row upper bound is now finite, lower bound on row dual is
// -kHighsInf
changeRowDualLower(row, -kHighsInf);
if (mipsolver == nullptr)
checkRedundantBounds(rowDualLowerSource[row], row);
} else if (implRowDualUpper[row] < -options->dual_feasibility_tolerance) {
// Convert to equality constraint (note that currently postsolve will not
// know about this conversion)
model->row_lower_[row] = model->row_upper_[row];
if (mipsolver == nullptr) checkRedundantBounds(rowDualUpperSource[row]);
// Since row lower bound is now finite, upper bound on row dual is
// kHighsInf
changeRowDualUpper(row, kHighsInf);
if (mipsolver == nullptr)
checkRedundantBounds(rowDualUpperSource[row], row);
}
}

Expand Down Expand Up @@ -4410,25 +4422,30 @@ HighsModelStatus HPresolve::run(HighsPostsolveStack& postsolve_stack) {
// Presolve should only be called with a model that has a non-empty
// constraint matrix unless it has no rows
assert(model->a_matrix_.numNz() || model->num_row_ == 0);

auto reportReductions = [&]() {
if (options->presolve != kHighsOffString &&
reductionLimit < kHighsSize_tInf) {
highsLogUser(options->log_options, HighsLogType::kInfo,
"Presolve performed %" PRId64 " of %" PRId64
" permitted reductions\n",
postsolve_stack.numReductions(), reductionLimit);
}
};
switch (presolve(postsolve_stack)) {
case Result::kStopped:
case Result::kOk:
break;
case Result::kPrimalInfeasible:
presolve_status_ = HighsPresolveStatus::kInfeasible;
reportReductions();
return HighsModelStatus::kInfeasible;
case Result::kDualInfeasible:
presolve_status_ = HighsPresolveStatus::kUnboundedOrInfeasible;
reportReductions();
return HighsModelStatus::kUnboundedOrInfeasible;
}
reportReductions();

if (options->presolve != kHighsOffString &&
reductionLimit < kHighsSize_tInf) {
highsLogUser(options->log_options, HighsLogType::kInfo,
"Presolve performed %d of %d permitted reductions\n",
int(postsolve_stack.numReductions()), int(reductionLimit));
}
shrinkProblem(postsolve_stack);

if (mipsolver != nullptr) {
Expand Down