Only clearing dual data in Highs::multiobjectiveSolve()

Author: jajhall

highs/Highs.h

@@ -90,6 +90,11 @@ class Highs {
    */
   HighsStatus clearSolver();
 
+  /**
+   * @brief Clear all dual data associated with the model
+   */
+  HighsStatus clearSolverDualData();
+
   /**
    * Methods for model input
    */
@@ -1542,6 +1547,12 @@ class Highs {
   // invalidateRanging(), invalidateInfo(), invalidateEkk() and
   // invalidateIis()
   void invalidateSolverData();
+
+  // Invalidates all solver dual data in Highs class members by calling
+  // invalidateModelStatus(), invalidateRanging(), and invalidateInfo()
+  //
+  // Used when only the objective changes
+  void invalidateSolverDualData();
   //
   // Invalidates the model status, solution_ and info_
   void invalidateModelStatusSolutionAndInfo();

highs/lp_data/Highs.cpp

@@ -67,6 +67,13 @@ HighsStatus Highs::clearSolver() {
   return returnFromHighs(return_status);
 }
 
+HighsStatus Highs::clearSolverDualData() {
+  HighsStatus return_status = HighsStatus::kOk;
+  clearDerivedModelProperties();
+  invalidateSolverDualData();
+  return returnFromHighs(return_status);
+}
+
 HighsStatus Highs::setOptionValue(const std::string& option, const bool value) {
   if (setLocalOptionValue(options_.log_options, option, options_.records,
                           value) == OptionStatus::kOk)
@@ -3635,15 +3642,19 @@ void Highs::clearStandardFormLp() {
 }
 
 void Highs::invalidateSolverData() {
-  invalidateModelStatus();
+  invalidateSolverDualData();
   invalidateSolution();
   invalidateBasis();
-  invalidateRanging();
-  invalidateInfo();
   invalidateEkk();
   invalidateIis();
 }
 
+void Highs::invalidateSolverDualData() {
+  invalidateModelStatus();
+  invalidateRanging();
+  invalidateInfo();
+}
+
 void Highs::invalidateModelStatusSolutionAndInfo() {
   invalidateModelStatus();
   invalidateSolution();

highs/lp_data/HighsInterface.cpp

@@ -3948,7 +3948,12 @@ HighsStatus Highs::multiobjectiveSolve() {
     highsLogUser(options_.log_options, HighsLogType::kInfo, "%s",
                  multi_objective_log->str().c_str());
   }
-  this->clearSolver();
+  // Solving with a different objective, but don't call
+  // this->clearSolver() since this loses the current solution - that
+  // may have been provided by the user (#2419). Just clear the dual
+  // data.
+  // 
+  this->clearSolverDualData();
   if (this->options_.blend_multi_objectives) {
     // Objectives are blended by weight and minimized
     lp.offset_ = 0;