Merge remote-tracking branch 'origin/bugfix-70'

CHANGELOG

@@ -14,6 +14,7 @@ code quality:
 fixed bugs:
 - remove unused and incorrect SOPLEX_VERSION_API in cmake, SOPLEX_APIVERSION now always set in `spxdefines.h`
 - disable objective limits once if exceeding unscaled and unsimplified solution is not dual feasible
+- recompute solution from fresh factorization if objective limit is reached to avoid incorrect terminations
 
 miscellaneous:
 - remove `gzstream.h/hpp` (L-GPL) and replace it with `zstr` (MIT License) for `.gz` file handling

src/soplex/spxsolve.hpp

@@ -445,23 +445,8 @@ typename SPxSolverBase<R>::Status SPxSolverBase<R>::solve(volatile bool* interru
  {
  R newpricertol = minpricertol;
 
- // refactorize to eliminate accumulated errors from LU updates
- if(this->lastUpdate() > 0)
- factorize();
-
- // recompute Fvec, Pvec and CoPvec to get a more precise solution and obj value
- computeFrhs();
- SPxBasisBase<R>::solve(*theFvec, *theFrhs);
-
- computeEnterCoPrhs();
- SPxBasisBase<R>::coSolve(*theCoPvec, *theCoPrhs);
- computePvec();
-
- forceRecompNonbasicValue();
-
- SPX_MSG_INFO2((*this->spxout), (*this->spxout) << " --- checking feasibility and optimality\n")
- computeCoTest();
- computeTest();
+ // ensure that solution is accurate
+ factorizeAndRecompute();
 
  // is the solution good enough ?
  // max three times reduced
@@ -802,22 +787,8 @@ typename SPxSolverBase<R>::Status SPxSolverBase<R>::solve(volatile bool* interru
  {
  R newpricertol = minpricertol;
 
- // refactorize to eliminate accumulated errors from LU updates
- if(this->lastUpdate() > 0)
- factorize();
-
- // recompute Fvec, Pvec and CoPvec to get a more precise solution and obj value
- computeFrhs();
- SPxBasisBase<R>::solve(*theFvec, *theFrhs);
-
- computeLeaveCoPrhs();
- SPxBasisBase<R>::coSolve(*theCoPvec, *theCoPrhs);
- computePvec();
-
- forceRecompNonbasicValue();
-
- SPX_MSG_INFO2((*this->spxout), (*this->spxout) << " --- checking feasibility and optimality\n")
- computeFtest();
+ // ensure that solution is accurate
+ factorizeAndRecompute();
 
  // is the solution good enough ?
  // max three times reduced
@@ -1863,15 +1834,23 @@ bool SPxSolverBase<R>::terminate()
  // SPxSense::MINIMIZE == -1, so we have sign = 1 on minimizing
  if(int(this->spxSense()) * value() <= int(this->spxSense()) * objLimit)
  {
- SPX_MSG_INFO2((*this->spxout), (*this->spxout) << " --- objective value limit (" << objLimit
- << ") reached" << std::endl;)
- SPxOut::debug(this, " --- objective value limit reached\n (value:{} limit:{})\n", value(),
- objLimit);
- SPxOut::debug(this, " (spxSense:{} rep:{} type:{})\n", int(this->spxSense()), int(rep()),
- int(type()));
-
- m_status = ABORT_VALUE;
- return true;
+ // ensure that solution is accurate
+ factorizeAndRecompute();
+
+ // check no violations and objective limit again
+ if(shift() < epsilon() && noViols(tolerances()->floatingPointOpttol() - shift())
+ && int(this->spxSense()) * value() <= int(this->spxSense()) * objLimit)
+ {
+ SPX_MSG_INFO2((*this->spxout), (*this->spxout) << " --- objective value limit (" << objLimit
+ << ") reached" << std::endl;)
+ SPxOut::debug(this, " --- objective value limit reached\n (value:{} limit:{})\n", value(),
+ objLimit);
+ SPxOut::debug(this, " (spxSense:{} rep:{} type:{})\n", int(this->spxSense()), int(rep()),
+ int(type()));
+
+ m_status = ABORT_VALUE;
+ return true;
+ }
  }
  }
  }

src/soplex/spxsolver.h

@@ -728,6 +728,17 @@ class SPxSolverBase : public SPxLPBase<R>, protected SPxBasisBase<R>
  m_nonbasicValueUpToDate = false;
  }
 
+ /** helper method that computes a fresh factorization of the basis matrix
+ * (if at least one update has been performed)
+ * and recomputes Frhs, Fvec, CoPrhs, Pvec, and the nonbasic values.
+ * In LEAVE the Ftest is recomputed, in ENTER the CoTest and Test are recomputed.
+ *
+ * This method is called to eliminate accumulated errors from LU updates
+ * especially required before checking if the solver can terminate
+ * (optimality or objective limit)
+ */
+ virtual void factorizeAndRecompute();
+
  /// get solution vector for primal variables.
  /** This method returns the Status of the basis.
  * If it is #REGULAR or better,

src/soplex/spxsolver.hpp

@@ -1025,6 +1025,33 @@ void SPxSolverBase<R>::setType(Type tp)
  return m_nonbasicValueUpToDate;
  }
 
+ template <class R>
+ void SPxSolverBase<R>::factorizeAndRecompute()
+ {
+ // refactorize to eliminate accumulated errors from LU updates
+ if(this->lastUpdate() > 0)
+ factorize();
+
+ computeFrhs();
+ SPxBasisBase<R>::solve(*theFvec, *theFrhs);
+ type() == LEAVE ? computeLeaveCoPrhs() : computeEnterCoPrhs();
+
+ SPxBasisBase<R>::coSolve(*theCoPvec, *theCoPrhs);
+ computePvec();
+
+ forceRecompNonbasicValue();
+
+ SPX_MSG_INFO2((*this->spxout), (*this->spxout) << " --- checking feasibility and optimality\n")
+
+ if(type() == LEAVE)
+ computeFtest();
+ else
+ {
+ computeCoTest();
+ computeTest();
+ }
+ }
+
  template <class R>
  void SPxSolverBase<R>::hyperPricing(bool h)
  {