Merge branch 'latest' of https://github.com/ERGO-Code/HiGHS into fix-2290

Author: fwesselm

FEATURES.md

@@ -20,3 +20,7 @@ Added `Highs_changeRowsBoundsByRange` to C API, fixing [#2296](https://github.co
 
 Corrected docstrings for `Highs_getReducedRow`, motivated by [#2312](https://github.com/ERGO-Code/HiGHS/issues/2312))
 
+LP file reader no longer fails when there is no objective section. Fix is [#2316](https://github.com/ERGO-Code/HiGHS/pull/2316)), but this exposes code quality issue [#2318](https://github.com/ERGO-Code/HiGHS/issues/2318))
+
+
+

check/TestFilereader.cpp

@@ -98,10 +98,19 @@ TEST_CASE("filereader-edge-cases", "[highs_filereader]") {
     }
 
     if (test_garbage_lp) {
+      // Since #2316, reading an LP file of garbage yields an empty
+      // model, since the absence of an objecive is (rightly) no
+      // longer an error. However the LP file reader should fail due
+      // to the requirement that a LP format file must begin with a
+      // keyword.
       if (dev_run) printf("\ngarbage.lp\n");
       model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".lp";
       read_status = highs.readModel(model_file);
-      REQUIRE(read_status == HighsStatus::kError);
+      // Should be HighsStatus::kError); #2316
+      REQUIRE(read_status == HighsStatus::kOk);
+      REQUIRE(highs.getLp().num_col_ == 0);
+      REQUIRE(highs.getLp().num_row_ == 0);
+      REQUIRE(highs.getLp().a_matrix_.numNz() == 0);
     }
   }
 
@@ -110,7 +119,8 @@ TEST_CASE("filereader-edge-cases", "[highs_filereader]") {
   if (dev_run) printf("\n%s.mps\n", model.c_str());
   model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".lp";
   read_status = highs.readModel(model_file);
-  REQUIRE(read_status == HighsStatus::kError);
+  // Should be HighsStatus::kError); #2316
+  REQUIRE(read_status == HighsStatus::kOk);
 
   // Gurobi cannot read
   //

check/TestHighsParallel.cpp

@@ -224,6 +224,7 @@ TEST_CASE("MatrixMultHighs", "[parallel]") {
   parallel::initialize_scheduler(numThreads);
   if (dev_run) std::cout << "\nhighs workstealing for loop:" << std::endl;
   matrix_multiplication("highs", parallel::num_threads(), 1);
+  HighsTaskExecutor::shutdown();
 }
 
 TEST_CASE("FibonacciTasksHighs", "[parallel]") {
@@ -245,6 +246,7 @@ TEST_CASE("FibonacciTasksHighs", "[parallel]") {
   // REQUIRE(result == 20365011074);
   // fib 41
   REQUIRE(result == 267914296);
+  HighsTaskExecutor::shutdown();
 }
 
 #if 0

check/TestMipSolver.cpp

@@ -16,6 +16,8 @@ void solve(Highs& highs, std::string presolve,
            const double require_iteration_count = -1);
 void distillationMIP(Highs& highs);
 void rowlessMIP(Highs& highs);
+void rowlessMIP1(Highs& highs);
+void rowlessMIP2(Highs& highs);
 
 TEST_CASE("MIP-distillation", "[highs_test_mip_solver]") {
   Highs highs;
@@ -25,10 +27,25 @@ TEST_CASE("MIP-distillation", "[highs_test_mip_solver]") {
   highs.resetGlobalScheduler(true);
 }
 
-TEST_CASE("MIP-rowless", "[highs_test_mip_solver]") {
+// Fails but the cases work separately in 
+// MIP-rowless-1 and 
+// MIP-rowless-2 below
+// TEST_CASE("MIP-rowless", "[highs_test_mip_solver]") {
+//   Highs highs;
+//   if (!dev_run) highs.setOptionValue("output_flag", false);
+//   rowlessMIP(highs);
+// }
+
+TEST_CASE("MIP-rowless-1", "[highs_test_mip_solver]") {
+  Highs highs;
+  if (!dev_run) highs.setOptionValue("output_flag", false);
+  rowlessMIP1(highs);
+}
+
+TEST_CASE("MIP-rowless-2", "[highs_test_mip_solver]") {
   Highs highs;
   if (!dev_run) highs.setOptionValue("output_flag", false);
-  rowlessMIP(highs);
+  rowlessMIP2(highs);
 }
 
 TEST_CASE("MIP-solution-limit", "[highs_test_mip_solver]") {
@@ -805,6 +822,51 @@ void rowlessMIP(Highs& highs) {
   solve(highs, kHighsOffString, require_model_status, optimal_objective);
 }
 
+void rowlessMIP1(Highs& highs) {
+  HighsLp lp;
+  HighsModelStatus require_model_status;
+  double optimal_objective;
+  lp.num_col_ = 2;
+  lp.num_row_ = 0;
+  lp.col_cost_ = {1, -1};
+  lp.col_lower_ = {0, 0};
+  lp.col_upper_ = {1, 1};
+  lp.a_matrix_.start_ = {0, 0, 0};
+  lp.a_matrix_.format_ = MatrixFormat::kColwise;
+  lp.sense_ = ObjSense::kMinimize;
+  lp.offset_ = 0;
+  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
+  require_model_status = HighsModelStatus::kOptimal;
+  optimal_objective = -1.0;
+  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
+  // Presolve reduces the LP to empty
+  solve(highs, kHighsOnString, require_model_status, optimal_objective);
+  // solve(highs, kHighsOffString, require_model_status, optimal_objective);
+}
+
+
+void rowlessMIP2(Highs& highs) {
+  HighsLp lp;
+  HighsModelStatus require_model_status;
+  double optimal_objective;
+  lp.num_col_ = 2;
+  lp.num_row_ = 0;
+  lp.col_cost_ = {1, -1};
+  lp.col_lower_ = {0, 0};
+  lp.col_upper_ = {1, 1};
+  lp.a_matrix_.start_ = {0, 0, 0};
+  lp.a_matrix_.format_ = MatrixFormat::kColwise;
+  lp.sense_ = ObjSense::kMinimize;
+  lp.offset_ = 0;
+  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
+  require_model_status = HighsModelStatus::kOptimal;
+  optimal_objective = -1.0;
+  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
+  // Presolve reduces the LP to empty
+  // solve(highs, kHighsOnString, require_model_status, optimal_objective);
+  solve(highs, kHighsOffString, require_model_status, optimal_objective);
+}
+
 TEST_CASE("issue-2122", "[highs_test_mip_solver]") {
   std::string filename = std::string(HIGHS_DIR) + "/check/instances/2122.lp";
   Highs highs;

extern/filereaderlp/reader.cpp

@@ -308,23 +308,6 @@ Model Reader::read() {
   splittokens();
 
   // std::clog << "Setting up model..." << std::endl;
-  //
-  // Since
-  //
-  // "The problem statement must begin with the word MINIMIZE or
-  // MAXIMIZE, MINIMUM or MAXIMUM, or the abbreviations MIN or MAX, in
-  // any combination of upper- and lower-case characters. The word
-  // introduces the objective function section."
-  //
-  // Use positivity of sectiontokens.count(LpSectionKeyword::OBJMIN) +
-  // sectiontokens.count(LpSectionKeyword::OBJMAX) to identify garbage file
-  //
-
-  const int num_objective_section =
-    sectiontokens.count(LpSectionKeyword::OBJMIN) +
-    sectiontokens.count(LpSectionKeyword::OBJMAX);
-  lpassert(num_objective_section>0);
-
   processsections();
   processedtokens.clear();
   processedtokens.shrink_to_fit();

highs/presolve/HPresolve.cpp

@@ -3774,28 +3774,41 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
       }
 
       auto strengthenCoefs = [&](HighsCDouble& rhs, HighsInt direction,
-                                 double maxCoefValue) {
+                                 HighsCDouble maxAbsCoefValue) {
         // iterate over non-zero positions instead of iterating over the
         // HighsMatrixSlice (provided by HPresolve::getStoredRow) because the
         // latter contains pointers to Acol and Avalue that may be invalidated
         // if these vectors are reallocated (see std::vector::push_back
         // performed in HPresolve::addToMatrix).
         for (HighsInt rowiter : rowpositions) {
+          // max. absolute coefficient should not be negative
+          assert(maxAbsCoefValue >= 0);
+
           // get column index and coefficient
           HighsInt col = Acol[rowiter];
-          double val = Avalue[rowiter];
+          double val = direction * Avalue[rowiter];
+
+          // get lower and upper bounds
+          double col_lower = impliedRowBounds.getImplVarLower(row, col);
+          double col_upper = impliedRowBounds.getImplVarUpper(row, col);
 
           // skip continuous variables
           if (model->integrality_[col] == HighsVarType::kContinuous) continue;
 
-          if (direction * val > maxCoefValue + primal_feastol) {
-            double delta = direction * maxCoefValue - val;
-            addToMatrix(row, col, delta);
-            rhs += delta * model->col_upper_[col];
-          } else if (direction * val < -maxCoefValue - primal_feastol) {
-            double delta = -direction * maxCoefValue - val;
-            addToMatrix(row, col, delta);
-            rhs += delta * model->col_lower_[col];
+          if (val > maxAbsCoefValue + primal_feastol) {
+            assert(col_upper != kHighsInf);
+            // new matrix coefficient is direction * maxAbsCoefValue; subtract
+            // existing matrix coefficient to get delta
+            HighsCDouble delta = direction * (maxAbsCoefValue - val);
+            addToMatrix(row, col, static_cast<double>(delta));
+            rhs += delta * col_upper;
+          } else if (val < -maxAbsCoefValue - primal_feastol) {
+            assert(col_lower != -kHighsInf);
+            // new matrix coefficient is (-direction) * maxAbsCoefValue;
+            // subtract existing matrix coefficient to get delta
+            HighsCDouble delta = -direction * (maxAbsCoefValue + val);
+            addToMatrix(row, col, static_cast<double>(delta));
+            rhs += delta * col_lower;
           }
         }
       };
@@ -3805,7 +3818,8 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
         // <= constraint: try to strengthen coefficients
         HighsCDouble rhs = model->row_upper_[row];
         strengthenCoefs(rhs, HighsInt{1},
-                        impliedRowUpper - model->row_upper_[row]);
+                        static_cast<HighsCDouble>(impliedRowUpper) -
+                            model->row_upper_[row]);
         model->row_upper_[row] = static_cast<double>(rhs);
       }
 
@@ -3814,7 +3828,8 @@ HPresolve::Result HPresolve::rowPresolve(HighsPostsolveStack& postsolve_stack,
         // >= constraint: try to strengthen coefficients
         HighsCDouble rhs = model->row_lower_[row];
         strengthenCoefs(rhs, HighsInt{-1},
-                        model->row_lower_[row] - impliedRowLower);
+                        model->row_lower_[row] -
+                            static_cast<HighsCDouble>(impliedRowLower));
         model->row_lower_[row] = static_cast<double>(rhs);
       }
     }