Fix for n5-3 infeasible. Also should result in less primal infeasibilities

Author: chris-maes

cpp/src/dual_simplex/branch_and_bound.cpp

@@ -1948,9 +1948,13 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
 
       f_t node_presolve_start_time = tic();
       bounds_strengthening_t<i_t, f_t> node_presolve(original_lp_, Arow_, row_sense, var_types_);
-      mutex_original_lp_.lock();
+      std::vector<f_t> new_lower = original_lp_.lower;
+      std::vector<f_t> new_upper = original_lp_.upper;
       bool feasible = node_presolve.bounds_strengthening(
-        settings_, bounds_changed, original_lp_.lower, original_lp_.upper);
+        settings_, bounds_changed, new_lower, new_upper);
+      mutex_original_lp_.lock();
+      original_lp_.lower = new_lower;
+      original_lp_.upper = new_upper;
       mutex_original_lp_.unlock();
       f_t node_presolve_time = toc(node_presolve_start_time);
       if (1 || node_presolve_time > 1.0) {

cpp/src/dual_simplex/phase2.cpp

@@ -1979,6 +1979,7 @@ void set_primal_variables_on_bounds(const lp_problem_t<i_t, f_t>& lp,
                                     std::vector<f_t>& x)
 {
   const i_t n = lp.num_cols;
+  f_t tol = 1e-10;
   for (i_t j = 0; j < n; ++j) {
     // We set z_j = 0 for basic variables
     // But we explicitally skip setting basic variables here
@@ -1996,9 +1997,9 @@ void set_primal_variables_on_bounds(const lp_problem_t<i_t, f_t>& lp,
       }
       x[j]       = lp.lower[j];
       vstatus[j] = variable_status_t::NONBASIC_FIXED;
-    } else if (z[j] == 0 && lp.lower[j] > -inf && vstatus[j] == variable_status_t::NONBASIC_LOWER) {
+    } else if (z[j] >= -tol && lp.lower[j] > -inf && vstatus[j] == variable_status_t::NONBASIC_LOWER) {
       x[j] = lp.lower[j];
-    } else if (z[j] == 0 && lp.upper[j] < inf && vstatus[j] == variable_status_t::NONBASIC_UPPER) {
+    } else if (z[j] <=  tol && lp.upper[j] < inf && vstatus[j] == variable_status_t::NONBASIC_UPPER) {
       x[j] = lp.upper[j];
     } else if (z[j] >= 0 && lp.lower[j] > -inf) {
       if (vstatus[j] != variable_status_t::NONBASIC_LOWER) {
@@ -2476,6 +2477,16 @@ dual::status_t dual_phase2_with_advanced_basis(i_t phase,
   i_t dense_delta_z  = 0;
   phase2::phase2_timers_t<i_t, f_t> timers(false);
 
+  if (phase == 2) {
+    settings.log.printf("%5d %+.16e %7d %.8e %.2e %.2f\n",
+                        0,
+                        compute_user_objective(lp, obj),
+                        infeasibility_indices.size(),
+                        primal_infeasibility_squared,
+                        0.0,
+                        toc(start_time));
+  }
+
   while (iter < iter_limit) {
     // Pricing
     i_t direction           = 0;