https://github.com/ERGO-Code/HiGHS/issues/1259

peno64 · May 23, 2023 · 8094b42 · 8094b42
1 parent 3105f77
commit 8094b42
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/src/lp_data/HighsSolution.cpp b/src/lp_data/HighsSolution.cpp
@@ -766,6 +766,9 @@ HighsStatus ipxSolutionToHighsSolution(
       double primal_truncation = 0;
       double dual_infeasibility = 0;
       double residual = std::fabs(std::max(lower - value, value - upper));
+      double var_range = upper - lower;
+      double residual_rate = residual/var_range;
+      residual = std::max(residual, residual_rate);
       double new_value = value;
       double new_dual = dual;
       const bool at_lower = value <= lower + primal_feasibility_tolerance;