Fix traininstance6 bug - #3223
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## latest #3223 +/- ##
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- Coverage 73.18% 73.04% -0.15%
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Files 432 445 +13
Lines 105505 107770 +2265
Branches 16991 17268 +277
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+ Hits 77217 78718 +1501
- Misses 28012 28776 +764
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Description
I occasionally get fails on
traininstance6andtraininstance2from MIPLIB, and I believe I finally tracked the issue down! IncomputeDualProofandstoreDualInfProof, terms with a coefficient<= epsilonare zeroed out (not relaxed out), which can potentially strengthen the inequality past the point of feasibility. This specifically happens if (1) there's a lot of terms or (2) some of the columns have large bounds. I've then upgraded all the accumulating terms toHighsCDoubleand added a new check for zero-ing out terms thatval * max(abs(lb), abs(ub)) <= epsilon, i.e., no binaries have a behavioural change. (The isolated bug actually only required theHighsCDouble, but I followed the rabbit-hole for the larger terms first, and I believe the code's better with the change).I also tried to fix Problem 4 from #2874 while doing this. The issue there is that a cut is potentially scaled by
1e-6purely for the purpose of trying to extract domain changes. This scales any incorrectness in our cuts by too much, so I've increased the feasibility tolerance check wheneverval < 1e-3.Checklist
latestbranchCloses #2874