Merges latest into branch

Opt-Mucca · Opt-Mucca · commit 03ca876d7039 · 2025-05-19T10:01:04.000+02:00
diff --git a/check/TestMipSolver.cpp b/check/TestMipSolver.cpp
@@ -916,3 +916,16 @@ TEST_CASE("ZI Round and Shifting Heuristics", "[highs_test_mip_solver]") {
   const double optimal_objective = 82.19999924;
   solve(highs, kHighsOnString, require_model_status, optimal_objective);
 }
+
+TEST_CASE("issue-2290", "[highs_test_mip_solver]") {
+  std::string filename =
+      std::string(HIGHS_DIR) + "/check/instances/issue-2290.mps";
+  Highs highs;
+  highs.setOptionValue("output_flag", dev_run);
+  highs.setOptionValue("mip_rel_gap", 0);
+  highs.setOptionValue("mip_abs_gap", 0);
+  highs.readModel(filename);
+  const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
+  const double optimal_objective = -1.6666666666;
+  solve(highs, kHighsOnString, require_model_status, optimal_objective);
+}
diff --git a/check/instances/issue-2290.mps b/check/instances/issue-2290.mps
@@ -0,0 +1,158 @@
+NAME        
+ROWS
+ N  Obj     
+ E  r0      
+ E  r1      
+ L  r2      
+ L  r3      
+ L  r4      
+ L  r5      
+ L  r6      
+ L  r7      
+ E  r8      
+ E  r9      
+ E  r10     
+ G  r11     
+ E  r12     
+ E  r13     
+ E  r14     
+ L  r15     
+ L  r16     
+ L  r17     
+ L  r18     
+ L  r19     
+ L  r20     
+ L  r21     
+ E  r22     
+ E  r23     
+ E  r24     
+ G  r25     
+ E  r26     
+ E  r27     
+ E  r28     
+ L  r29     
+ L  r30     
+ L  r31     
+ L  r32     
+ L  r33     
+ L  r34     
+COLUMNS
+    c0        r11       1
+    c0        r13       -0.08
+    c0        r14       -1
+    c0        r15       1
+    c0        r18       1
+    c1        r25       1
+    c1        r27       -0.08
+    c1        r28       -1
+    c1        r29       1
+    c1        r32       1
+    MARK0000  'MARKER'                 'INTORG'
+    c2        r17       3
+    c2        r18       -3
+    c3        r31       3
+    c3        r32       -3
+    MARK0001  'MARKER'                 'INTEND'
+    c4        r10       1
+    c5        r24       1
+    c6        r8        1
+    c6        r13       -0.08333333333
+    c7        r22       1
+    c7        r27       -0.08333333333
+    c8        r9        1
+    c8        r11       1
+    c8        r14       1
+    c9        r23       1
+    c9        r25       1
+    c9        r28       1
+    c10       r2        0.08680555556
+    c10       r11       1
+    c10       r13       0.08680555556
+    c10       r14       1
+    c10       r16       1
+    c10       r17       1
+    c11       r3        0.08680555556
+    c11       r25       1
+    c11       r27       0.08680555556
+    c11       r28       1
+    c11       r30       1
+    c11       r31       1
+    c12       r12       1
+    c12       r13       0.08333333333
+    c13       r26       1
+    c13       r27       0.08333333333
+    c14       Obj       -0.8333333333
+    c14       r14       -1
+    c14       r20       1
+    c15       Obj       -0.8333333333
+    c15       r28       -1
+    c15       r34       1
+    c16       r15       1
+    c16       r19       1
+    c17       r25       0.01
+    c17       r27       -0.0008
+    c17       r29       1
+    c17       r33       1
+    c18       Obj       2.5
+    c18       r14       1
+    c18       r19       1
+    c19       Obj       2.5
+    c19       r28       1
+    c19       r33       1
+    c20       r2        0.5208333333
+    c20       r16       1
+    c20       r20       1
+    c21       r3        0.5208333333
+    c21       r25       0.011
+    c21       r27       0.0009548611111
+    c21       r30       1
+    c21       r34       1
+    c22       r11       1
+    c23       r25       1
+    c24       r0        1
+    c24       r2        -1
+    c24       r4        1
+    c24       r13       -1
+    c25       r3        -1
+    c25       r5        1
+    c25       r13       1
+    c25       r27       -1
+    c26       r6        1
+    c26       r27       1
+    c27       r7        1
+    c27       r14       -1
+    c28       r21       1
+    c28       r28       -1
+    c29       r1        1
+RHS
+    RHS_V     r0        4.5
+    RHS_V     r1        21
+    RHS_V     r2        -0.45
+    RHS_V     r3        -0.45
+    RHS_V     r4        4.5
+    RHS_V     r5        4.5
+    RHS_V     r6        4.5
+    RHS_V     r7        0.1
+    RHS_V     r11       1
+    RHS_V     r14       -1.1
+    RHS_V     r15       3
+    RHS_V     r16       3
+    RHS_V     r17       3
+    RHS_V     r19       1000
+    RHS_V     r20       1
+    RHS_V     r21       0.1
+    RHS_V     r25       1
+    RHS_V     r28       -1.1
+    RHS_V     r29       3
+    RHS_V     r30       3
+    RHS_V     r31       3
+    RHS_V     r33       1000
+    RHS_V     r34       1
+BOUNDS
+ BV BOUND     c2      
+ BV BOUND     c3      
+ FR BOUND     c24     
+ FR BOUND     c25     
+ FR BOUND     c26     
+ FR BOUND     c29     
+ENDATA
diff --git a/highs/mip/HighsCliqueTable.cpp b/highs/mip/HighsCliqueTable.cpp
@@ -1105,6 +1105,10 @@ void HighsCliqueTable::extractCliquesFromCut(const HighsMipSolver& mipsolver,
     }
   }
 
+  if (rhs - minact < 0.0) {
+    minact = rhs;
+  }
+
   for (HighsInt i = 0; i != len; ++i) {
     if (mipsolver.variableType(inds[i]) == HighsVarType::kContinuous) continue;
 
diff --git a/highs/mip/HighsCutGeneration.cpp b/highs/mip/HighsCutGeneration.cpp
@@ -589,14 +589,15 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
     double oneoveroneminusf0 = 1.0 / (1.0 - f0);
     if (oneoveroneminusf0 > maxCMirScale) continue;
 
-    double sqrnorm = scale * scale * continuoussqrnorm;
-    double viol = scale * continuouscontribution * oneoveroneminusf0 - downrhs;
+    double contscale = scale * oneoveroneminusf0;
+    double sqrnorm = contscale * contscale * continuoussqrnorm;
+    double viol = contscale * continuouscontribution - downrhs;
 
     for (HighsInt j : integerinds) {
       double scalaj = vals[j] * scale;
       double downaj = fast_floor(scalaj + kHighsTiny);
       double fj = scalaj - downaj;
-      double aj = downaj + std::max(0.0, fj - f0);
+      double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
       updateViolationAndNorm(j, aj, viol, sqrnorm);
     }
 
@@ -621,14 +622,15 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
     double oneoveroneminusf0 = 1.0 / (1.0 - f0);
     if (oneoveroneminusf0 > maxCMirScale) continue;
 
-    double sqrnorm = scale * scale * continuoussqrnorm;
-    double viol = scale * continuouscontribution * oneoveroneminusf0 - downrhs;
+    double contscale = scale * oneoveroneminusf0;
+    double sqrnorm = contscale * contscale * continuoussqrnorm;
+    double viol = contscale * continuouscontribution - downrhs;
 
     for (HighsInt j : integerinds) {
       double scalaj = vals[j] * scale;
       double downaj = fast_floor(scalaj + kHighsTiny);
       double fj = scalaj - downaj;
-      double aj = downaj + std::max(0.0, fj - f0);
+      double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
       updateViolationAndNorm(j, aj, viol, sqrnorm);
     }
 
@@ -665,14 +667,15 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
       continue;
     }
 
-    double sqrnorm = scale * scale * continuoussqrnorm;
-    double viol = scale * continuouscontribution * oneoveroneminusf0 - downrhs;
+    double contscale = scale * oneoveroneminusf0;
+    double sqrnorm = contscale * contscale * continuoussqrnorm;
+    double viol = contscale * continuouscontribution - downrhs;
 
     for (HighsInt j : integerinds) {
       double scalaj = vals[j] * scale;
       double downaj = fast_floor(scalaj + kHighsTiny);
       double fj = scalaj - downaj;
-      double aj = downaj + std::max(0.0, fj - f0);
+      double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
       updateViolationAndNorm(j, aj, viol, sqrnorm);
     }
 
@@ -708,12 +711,28 @@ bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
       double downaj = floor(double(scalaj + kHighsTiny));
       HighsCDouble fj = scalaj - downaj;
       HighsCDouble aj = downaj;
-      if (fj > f0) aj += fj - f0;
+      if (fj > f0) aj += (fj - f0) * oneoveroneminusf0;
 
       vals[j] = double(aj * bestdelta);
     }
   }
 
+#ifndef NDEBUG
+  // Check if the computed cut has the correct efficacy
+  {
+    double checkviol = -downrhs * bestdelta;
+    double checknorm = 0.0;
+    for (HighsInt j = 0; j != rowlen; ++j) {
+      if (vals[j] == 0.0) continue;
+      updateViolationAndNorm(j, vals[j], checkviol, checknorm);
+    }
+    double checkefficacy = checkviol / sqrt(checknorm);
+    // the efficacy can become infinite if the cut 0 <= -1 is derived
+    assert(fabs(checkefficacy - bestefficacy) < 0.001 ||
+           fabs(checkefficacy) >= 1e30);
+  }
+#endif
+
   return true;
 }
 
diff --git a/highs/mip/HighsImplications.cpp b/highs/mip/HighsImplications.cpp
@@ -635,7 +635,7 @@ void HighsImplications::separateImpliedBounds(
           vals[0] = -1.0;
           inds[0] = implics[i].column;
           vals[1] =
-              globaldomain.col_lower_[implics[i].column] - implics[i].boundval;
+              implics[i].boundval - globaldomain.col_lower_[implics[i].column];
           inds[1] = col;
           rhs = -globaldomain.col_lower_[implics[i].column];
         }
diff --git a/highs/presolve/HPresolve.cpp b/highs/presolve/HPresolve.cpp
@@ -3842,9 +3842,19 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
   //        baseiRUpper);
 
   auto checkForcingRow = [&](HighsInt row, HighsInt direction, double rowSide,
+                             double impliedRowBound, double minAbsCoef,
                              HighsPostsolveStack::RowType rowType) {
-    // store row
-    storeRow(row);
+    // 1. direction =  1 (>=): forcing row if upper bound on constraint activity
+    //                         is equal to row's lower bound
+    // 2. direction = -1 (<=): forcing row if lower bound on constraint activity
+    //                         is equal to row's upper bound
+    // scale tolerance (equivalent to scaling row to have minimum absolute
+    // coefficient of 1)
+    if (direction * impliedRowBound >
+        direction * rowSide + primal_feastol * std::min(1.0, minAbsCoef))
+      return Result::kOk;
+
+    // get stored row
     auto rowVector = getStoredRow();
 
     HighsInt nfixings = 0;
@@ -3920,29 +3930,25 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
 
   if (analysis_.allow_rule_[kPresolveRuleForcingRow]) {
     // Allow rule to consider forcing rows
-    if (impliedRowUpper <=  // check for forcing row on the row lower bound
-        model->row_lower_[row] + primal_feastol) {
-      // the row upper bound that is implied by the column bounds is equal to
-      // the row lower bound there for we can fix all columns at their bound
-      // as this is the only feasible assignment for this row and then find a
-      // suitable dual multiplier in postsolve. First we store the row on the
-      // postsolve stack (forcingRow() call) afterwards we store each column
-      // fixing on the postsolve stack. As the postsolve goes over the stack
-      // in reverse, it will first restore the column primal and dual values
-      // as the dual values are required to find the proper dual multiplier for
-      // the row and the column that we put in the basis.
-      HPRESOLVE_CHECKED_CALL(
-          checkForcingRow(row, HighsInt{1}, model->row_lower_[row],
-                          HighsPostsolveStack::RowType::kGeq));
-      if (rowDeleted[row]) return Result::kOk;
-
-    } else if (impliedRowLower >= model->row_upper_[row] - primal_feastol) {
-      // forcing row in the other direction
-      HPRESOLVE_CHECKED_CALL(
-          checkForcingRow(row, HighsInt{-1}, model->row_upper_[row],
-                          HighsPostsolveStack::RowType::kLeq));
-      if (rowDeleted[row]) return Result::kOk;
+
+    // store row and compute minimum absolute coefficient
+    storeRow(row);
+    double minAbsCoef = kHighsInf;
+    for (const HighsSliceNonzero& nonzero : getStoredRow()) {
+      minAbsCoef = std::min(minAbsCoef, std::abs(nonzero.value()));
     }
+
+    // >= inequality
+    HPRESOLVE_CHECKED_CALL(checkForcingRow(
+        row, HighsInt{1}, model->row_lower_[row], impliedRowUpper, minAbsCoef,
+        HighsPostsolveStack::RowType::kGeq));
+    if (rowDeleted[row]) return Result::kOk;
+
+    // <= inequality
+    HPRESOLVE_CHECKED_CALL(checkForcingRow(
+        row, HighsInt{-1}, model->row_upper_[row], impliedRowLower, minAbsCoef,
+        HighsPostsolveStack::RowType::kLeq));
+    if (rowDeleted[row]) return Result::kOk;
   }
 
   // implied bounds can only be computed when row bounds are available and

Original file line number	Diff line number	Diff line change
`@@ -1105,6 +1105,10 @@ void HighsCliqueTable::extractCliquesFromCut(const HighsMipSolver& mipsolver,`
`1105`	`1105`	`}`
`1106`	`1106`	`}`
`1107`	`1107`
	`1108`	`+ if (rhs - minact < 0.0) {`
	`1109`	`+ minact = rhs;`
	`1110`	`+ }`
	`1111`	`+`
`1108`	`1112`	`for (HighsInt i = 0; i != len; ++i) {`
`1109`	`1113`	`if (mipsolver.variableType(inds[i]) == HighsVarType::kContinuous) continue;`
`1110`	`1114`
Original file line number	Diff line number	Diff line change
`@@ -635,7 +635,7 @@ void HighsImplications::separateImpliedBounds(`
`635`	`635`	`vals[0] = -1.0;`
`636`	`636`	`inds[0] = implics[i].column;`
`637`	`637`	`vals[1] =`
`638`		`- globaldomain.col_lower_[implics[i].column] - implics[i].boundval;`
	`638`	`+ implics[i].boundval - globaldomain.col_lower_[implics[i].column];`
`639`	`639`	`inds[1] = col;`
`640`	`640`	`rhs = -globaldomain.col_lower_[implics[i].column];`
`641`	`641`	`}`