linprog(method='revised simplex') doctest bug

[mdhaber]

linprog method='revised simplex' (in the 1.3 branch) doesn't solve the example problem in the docstring. The example was supposed to be a doctest, but all the outputs were marked "# may vary", so the problem wasn't caught.

I think a small bug in the phase 1 problem formulation was introduced at some point. Strangely, the issue didn't surface in any of the other tests (or the much more difficult benchmark problems). I can fix it before 1.3 and add the example as a regular test before 1.3 is released. @tylerjereddy Do I submit a PR to the "maintenance/1.3.x" branch?

Reproducing code example:

c = [-1, 4]
A = [[-3, 1], [1, 2]]
b = [6, 4]
x0_bounds = (None, None)
x1_bounds = (-3, None)
from scipy.optimize import linprog
res = linprog(c, A_ub=A, b_ub=b, bounds=(x0_bounds, x1_bounds), method="revised simplex",
              options={"disp": True})
print(res)

The status is 4 (algorithm reported success, but solution was infeasible).

[ilayn]

We are at RC phase to catch these post branch issues. If needed, which seems so, Tyler would backport it

[ilayn]

If you open a PR also mark it backport candidate and remove it here maybe?

[mdhaber]

Will try to do this weekend. Still scheduled to release 5/20?

[tylerjereddy]

Hoping we can stick to the schedule yes, but the SkylakeX / AVX OpenBLAS issues have me a little concerned.

The PR should be to master, then we can backport if that seems appropriate--tag the PR to master with backport label so I can see it in the list when I'm doing release duties next time.

[mdhaber]

Apparently this was fixed on some platforms but not all. There was a mistake in test_bug_10124 such that the remaining issue was not caught:

res = linprog(c, A_ub, b_ub, A_eq, b_eq, bounds, method=self.method, options=self.options)

is supposed to be

res = linprog(c, A_ub, b_ub, A_eq, b_eq, bounds, method=self.method, options=self.o)

[mdhaber]

@tylerjereddy Didn't realize we were doing a 1.3.1 shortly. Let me get a PR for this out.