Fix handling of setting variable bounds. #81
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collect upper and lower terms, otherwise we can end up trying to set variable bounds with lower > upper.
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What do you do in case with lower > upper ? |
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Good point, we should throw an error, although probably at the MOI level |
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In MathProgBase, we had a special treatment that was added here |
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Okay so we have two options:
Currently, this PR does option 1. For simplicity, the current check is O(n+m) where n is the number of variables and m is the number of constraints. We could do better by recording invalid bounds at the creation and modification steps. I haven't gone that route as the bigger question is whether this check is worth it. |
src/MOIWrapper.jl
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| binaries::Vector{Int} | ||
| # Add a check prior to solve to see if there are infeasible column or row | ||
| # bounds. We perform this check manually because otherwise GLPK will fail | ||
| # with TerminationStatus OtherError due to invalid bounds. For reference see |
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InvalidModel instead of OtherError, no?
…it that the problem is infeasible.
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Okay, now we just disable the preemptive check (maybe it should be off by default???) and then handle the status properly. |
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Bump on the reviews. |
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We need to loop through and collect upper and lower terms, otherwise we can end up trying to set
variable bounds with lower > upper.
See also JuliaOpt/LinQuadOptInterface.jl#66