avoid generating rows for variables already in varcones

REQUIRE

@@ -1,5 +1,5 @@
 julia 0.4
-MathProgBase 0.5 0.6
+MathProgBase 0.5.1 0.6
 ReverseDiffSparse 0.5.3 0.6
 ForwardDiff 0.1 0.2
 Calculus

src/JuMP.jl

@@ -528,7 +528,7 @@ function getdual(c::LinConstrRef)
     return c.m.linconstrDuals[c.idx]
 end
 
-# Returns the number of non-infinity bounds on variables
+# Returns the number of non-infinity and nonzero bounds on variables
 function getNumBndRows(m::Model)
     numBounds = 0
     for i in 1:m.numCols
@@ -543,10 +543,10 @@ function getNumBndRows(m::Model)
         end
 
         if !seen
-            if lb != -Inf
+            if lb != -Inf && lb != 0
                 numBounds += 1
             end
-            if ub != Inf
+            if ub != Inf && ub != 0
                 numBounds += 1
             end
         end

src/solvers.jl

@@ -56,16 +56,20 @@ end
 function fillConicRedCosts(m::Model)
     bndidx = 0
     numlinconstr = length(m.linconstr)
+    vardual = MathProgBase.getvardual(m.internalModel)
+    if m.objSense == :Min
+        scale!(vardual, -1)
+    end
     for i in 1:m.numCols
         lower = false
         upper = false
         lb, ub = m.colLower[i], m.colUpper[i]
 
-        if lb != -Inf
+        if lb != -Inf && lb != 0.0
             lower = true
             bndidx += 1
         end
-        if ub != Inf
+        if ub != Inf && ub != 0.0
             upper = true
             bndidx += 1
         end
@@ -77,6 +81,7 @@ function fillConicRedCosts(m::Model)
         elseif lower && upper
             m.redCosts[i] = m.conicconstrDuals[numlinconstr + bndidx]+m.conicconstrDuals[numlinconstr + bndidx-1]
         end
+        m.redCosts[i] += vardual[i]
     end
 end
 
@@ -91,15 +96,13 @@ function fillConicDuals(m::Model)
     catch
         fill(NaN, numRows+numBndRows+numSOCRows)
     end
-    if m.conicconstrDuals[1] != NaN
+    if isfinite(m.conicconstrDuals[1]) # NaN could mean unavailable
         if m.objSense == :Min
             scale!(m.conicconstrDuals, -1)
         end
         m.linconstrDuals = m.conicconstrDuals[1:length(m.linconstr)]
         m.redCosts = zeros(numCols)
-        if numBndRows > 0
-            fillConicRedCosts(m)
-        end
+        fillConicRedCosts(m)
     end
 
 end
@@ -725,10 +728,10 @@ function conicdata(m::Model)
         end
 
         if !seen
-            if lb != -Inf
+            if lb != -Inf && lb != 0
                 numBounds += 1
             end
-            if ub != Inf
+            if ub != Inf && ub != 0
                 numBounds += 1
             end
             if lb == 0 && ub == 0
@@ -828,7 +831,7 @@ function conicdata(m::Model)
     bndidx = 0
     for idx in 1:m.numCols
         lb = m.colLower[idx]
-        if lb != -Inf
+        if lb != -Inf && lb != 0
             bndidx += 1
             nnz += 1
             c   += 1
@@ -840,7 +843,7 @@ function conicdata(m::Model)
             constr_dual_map[numLinRows + bndidx] = collect(c)
         end
         ub = m.colUpper[idx]
-        if ub != Inf
+        if ub != Inf && ub != 0
             bndidx += 1
             c   += 1
             push!(I, c)

test/sdp.jl

@@ -176,8 +176,8 @@ context("With solver $(typeof(solver))") do
     n = 100
 
     mod = Model(solver=solver)
-    @variable(mod, x[j=1:p] >= 0, Int)
-    @variable(mod, u[i=1:q] >= 0)
+    @variable(mod, x[j=1:p] >= 1, Int)
+    @variable(mod, u[i=1:q] >= 1)
     @objective(mod, Min, sum(u))
     @constraint(mod, sum(x) <= n)
     for i=1:q
@@ -187,7 +187,7 @@ context("With solver $(typeof(solver))") do
     @fact length(f) --> 8
     @fact size(A) --> (23,8)
     @fact length(b) --> 23
-    @fact var_cones --> [(:NonNeg,[1,2,3,4,5,6,7,8])]
+    @fact var_cones --> [(:Free,[1,2,3,4,5,6,7,8])]
     @fact con_cones --> [(:NonNeg,[1]),(:NonPos,[2,3,4,5,6,7,8,9]),(:SDP,10:15),(:Zero,16:16),(:SDP,17:22),(:Zero,23:23)]
 end; end; end
 

test/socduals.jl

@@ -240,7 +240,7 @@ context("With conic solver $(typeof(conic_solver))") do
 
     inf_ray = getdual(c2)
     @fact status --> :Infeasible
-    @fact (-inf_ray[1] - inf_ray[2]) --> less_than_or_equal(-TOL)
+    @fact inf_ray[1] ≥ abs(inf_ray[2]) - TOL --> true
     @fact -(-inf_ray[1]) --> greater_than_or_equal(TOL)
 
 end

test/solvers.jl

@@ -69,7 +69,7 @@ cbc && push!(sos_solvers, Cbc.CbcSolver())
 conic_solvers_with_duals = Any[]
 eco && push!(conic_solvers_with_duals, ECOS.ECOSSolver(verbose=false))
 scs && push!(conic_solvers_with_duals, SCS.SCSSolver(eps=1e-6,verbose=0))
-#mos && push!(conic_solvers_with_duals, Mosek.MosekSolver(LOG=0))
+mos && push!(conic_solvers_with_duals, Mosek.MosekSolver(LOG=0))
 # Callback solvers
 lazy_solvers, lazylocal_solvers, cut_solvers, cutlocal_solvers, heur_solvers, info_solvers = Any[], Any[], Any[], Any[], Any[], Any[]
 if grb