Added unit test for not clearing solution if row bound changes retain feasibility

Author: jajhall

check/TestBasis.cpp

@@ -335,13 +335,15 @@ TEST_CASE("Basis-read", "[highs_basis_data]") {
   HighsBasisStatus status_before = HighsBasisStatus::kNonbasic;
   HighsBasisStatus status_after = HighsBasisStatus::kBasic;
   Highs h1;
+  h1.setOptionValue("output_flag", dev_run);
   const HighsBasis& basis1 = h1.getBasis();
   h1.passModel(lp);
   REQUIRE(basis1.col_status[0] == status_before);
   h1.run();
   REQUIRE(basis1.col_status[0] == status_after);
 
   Highs h2;
+  h2.setOptionValue("output_flag", dev_run);
   const HighsBasis& basis2 = h2.getBasis();
   h2.passModel(lp);
   REQUIRE(basis2.col_status[0] == status_before);

check/TestIpm.cpp

@@ -205,7 +205,7 @@ TEST_CASE("test-2527", "[highs_ipm]") {
   std::string filename =
       std::string(HIGHS_DIR) + "/check/instances/primal1.mps";
   Highs h;
-  //  h.setOptionValue("output_flag", dev_run);
+  h.setOptionValue("output_flag", dev_run);
   REQUIRE(h.readModel(filename) == HighsStatus::kOk);
   HighsLp lp = h.getLp();
   lp.col_cost_.assign(lp.num_col_, 0);

check/TestMipSolver.cpp

@@ -1059,12 +1059,10 @@ TEST_CASE("get-fixed-lp", "[highs_test_mip_solver]") {
   HighsLp mip = h.getLp();
   std::vector<HighsInt> col_set;
   std::vector<double> fixed_value;
-  std::vector<HighsVarType> integrality = mip.integrality_;
   for (HighsInt iCol = 0; iCol < mip.num_col_; iCol++) {
     if (mip.integrality_[iCol] == HighsVarType::kInteger) {
       col_set.push_back(iCol);
       fixed_value.push_back(solution.col_value[iCol]);
-      integrality[iCol] = HighsVarType::kContinuous;
     }
   }
   h.clearIntegrality();
@@ -1119,7 +1117,7 @@ TEST_CASE("get-fixed-lp", "[highs_test_mip_solver]") {
   REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
   // Perturb one of the integer variables for code coverage of
   // warning: makes fixed LP of flugpl infeasible
-  integrality = h.getLp().integrality_;
+  std::vector<HighsVarType> integrality = h.getLp().integrality_;
   for (HighsInt iCol = 0; iCol < fixed_lp.num_col_; iCol++) {
     if (integrality[iCol] != HighsVarType::kContinuous) {
       solution.col_value[iCol] -= 0.01;
@@ -1169,3 +1167,25 @@ TEST_CASE("get-fixed-lp-semi", "[highs_test_mip_solver]") {
 
   REQUIRE(h.getInfo().objective_function_value == mip_optimal_objective);
 }
+
+TEST_CASE("row-fixed-lp", "[highs_test_mip_solver]") {
+  std::string model = "flugpl";
+  std::string model_file =
+      std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
+  Highs h;
+  //  h.setOptionValue("output_flag", dev_run);
+  REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
+  REQUIRE(h.run() == HighsStatus::kOk);
+  double mip_optimal_objective = h.getInfo().objective_function_value;
+  HighsSolution solution = h.getSolution();
+
+  HighsLp lp = h.getLp();
+  h.clearIntegrality();
+  h.changeRowsBounds(0, lp.num_row_ - 1, solution.row_value.data(),
+                     solution.row_value.data());
+  h.setOptionValue("presolve", kHighsOffString);
+  REQUIRE(h.run() == HighsStatus::kOk);
+  REQUIRE(h.getInfo().objective_function_value <= mip_optimal_objective);
+
+  h.resetGlobalScheduler(true);
+}

highs/lp_data/HighsInterface.cpp

@@ -991,9 +991,8 @@ bool Highs::feasibleWrtBounds(const bool columns) const {
   const HighsLp& lp = model_.lp_;
   const double primal_feasibility_tolerance =
       this->options_.primal_feasibility_tolerance;
-  std::vector<double> value = columns ?
-    this->solution_.col_value :
-    this->solution_.row_value;
+  std::vector<double> value =
+      columns ? this->solution_.col_value : this->solution_.row_value;
   std::vector<double> lower = columns ? lp.col_lower_ : lp.row_lower_;
   std::vector<double> upper = columns ? lp.col_upper_ : lp.row_upper_;
   HighsInt dim = columns ? lp.num_col_ : lp.num_row_;
@@ -1121,7 +1120,14 @@ HighsStatus Highs::changeRowBoundsInterface(
   // nonbasic variables whose bounds have changed
   setNonbasicStatusInterface(index_collection, false);
   // Deduce the consequences of new row bounds
-  invalidateModelStatusSolutionAndInfo();
+  if (!this->basis_.useful && feasibleWrtBounds(false)) {
+    // Retain the solution if there's no basis, and the solution is
+    // feasible
+    invalidateModelStatusAndInfo();
+  } else {
+    // Invalidate the solution
+    invalidateModelStatusSolutionAndInfo();
+  }
   // Determine any implications for simplex data
   ekk_instance_.updateStatus(LpAction::kNewBounds);
   return HighsStatus::kOk;