More farkas tests

Author: odow

src/MOI_wrapper.jl

@@ -2548,7 +2548,11 @@ function MOI.get(
     MOI.check_result_index_bounds(model, attr)
     if model.has_infeasibility_cert
         dual = _farkas_variable_dual(model, Cint(column(model, c) - 1))
-        return min(dual, 0.0)
+        if MOI.get(model, MOI.ObjectiveSense()) == MOI.MIN_SENSE
+            return min(dual, 0.0)
+        else
+            return min(-dual, 0.0)
+        end
     end
     reduced_cost = Ref{Cdouble}()
     ret = GRBgetdblattrelement(
@@ -2583,6 +2587,7 @@ function MOI.get(
     MOI.check_result_index_bounds(model, attr)
     if model.has_infeasibility_cert
         dual = _farkas_variable_dual(model, Cint(column(model, c) - 1))
+        @show dual
         return max(dual, 0.0)
     end
     reduced_cost = Ref{Cdouble}()
@@ -2657,6 +2662,7 @@ function MOI.get(
             model, "FarkasDual", Cint(_info(model, c).row - 1), valueP
         )
         _check_ret(model, ret)
+        @show valueP[]
         return -valueP[]
     end
     ret = GRBgetdblattrelement(

test/MOI/MOI_wrapper.jl

@@ -1203,6 +1203,36 @@ function test_farkas_dual_min()
     @test clb_dual[2] ≈ -c_dual atol = 1e-6
 end
 
+function test_farkas_dual_min_ii()
+    MOI.empty!(OPTIMIZER)
+    x = MOI.add_variables(model, 2)
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    MOI.set(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(-1.0, x[1])], 0.0),
+    )
+    clb = MOI.add_constraint.(
+        model, MOI.SingleVariable.(x), MOI.LessThan(0.0)
+    )
+    c = MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([-2.0, -1.0], x), 0.0),
+        MOI.LessThan(-1.0),
+    )
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.INFEASIBLE
+    @test MOI.get(model, MOI.DualStatus()) == MOI.INFEASIBILITY_CERTIFICATE
+    clb_dual = MOI.get.(model, MOI.ConstraintDual(), clb)
+    c_dual = MOI.get(model, MOI.ConstraintDual(), c)
+    @show clb_dual, c_dual
+    @test clb_dual[1] < -1e-6
+    @test clb_dual[2] < -1e-6
+    @test c_dual[1] < -1e-6
+    @test clb_dual[1] ≈ 2 * c_dual atol = 1e-6
+    @test clb_dual[2] ≈ c_dual atol = 1e-6
+end
+
 function test_farkas_dual_max()
     MOI.empty!(OPTIMIZER)
     x = MOI.add_variables(model, 2)
@@ -1233,6 +1263,69 @@ function test_farkas_dual_max()
     @test clb_dual[2] ≈ -c_dual atol = 1e-6
 end
 
+function test_farkas_dual_max_ii()
+    model = Gurobi.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    MOI.set(model, MOI.RawParameter("InfUnbdInfo"), 1)
+    x = MOI.add_variables(model, 2)
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    MOI.set(
+        model,
+        MOI.ObjectiveFunction{MOI.ScalarAffineFunction{Float64}}(),
+        MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(-1.0, x[1])], 0.0),
+    )
+    clb = MOI.add_constraint.(
+        model, MOI.SingleVariable.(x), MOI.LessThan(0.0)
+    )
+    c = MOI.add_constraint(
+        model,
+        MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([-2.0, -1.0], x), 0.0),
+        MOI.LessThan(-1.0),
+    )
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.INFEASIBLE
+    @test MOI.get(model, MOI.DualStatus()) == MOI.INFEASIBILITY_CERTIFICATE
+    clb_dual = MOI.get.(model, MOI.ConstraintDual(), clb)
+    c_dual = MOI.get(model, MOI.ConstraintDual(), c)
+    @show clb_dual, c_dual
+    @test clb_dual[1] < -1e-6
+    @test clb_dual[2] < -1e-6
+    @test c_dual[1] < -1e-6
+    @test clb_dual[1] ≈ 2 * c_dual atol = 1e-6
+    @test clb_dual[2] ≈ c_dual atol = 1e-6
+end
+
 end
 
 runtests(TestMOIWrapper)
+
+
+# env = Ref{Ptr{Cvoid}}()
+# ret = GRBloadenv(env, C_NULL)
+# GRBsetintparam(env[], "InfUnbdInfo", 1)
+# model = Ref{Ptr{Cvoid}}()
+# GRBloadmodel(
+#     env[],  # *env
+#     model,  # **modelp
+#     C_NULL,  # *Pname
+#     Cint(2),  # numvars
+#     Cint(1),  # numconstrs
+#     Cint(-1),  # objsense (minimization)
+#     0.0, # objcon
+#     Cdouble[1.0, 0.0],  # *obj
+#     Cchar[GRB_LESS_EQUAL],  # *sense
+#     Cdouble[-1.0], # *rhs
+#     Cint[0, 1], # *vbeg
+#     Cint[1, 1],  # vlen
+#     Cint[0, 0],  # *vind
+#     Cdouble[-2.0, -1.0],  # *vval
+#     Cdouble[-GRB_INFINITY, -GRB_INFINITY],  # *lb
+#     Cdouble[0.0, 0.0],  # *ub
+#     C_NULL,  # *vtype
+#     C_NULL,  # **varnames
+#     C_NULL,  # **constrnames
+# )
+# GRBoptimize(model[])
+# dual = Vector{Cdouble}(undef, 1)
+# GRBgetdblattrarray(model[], "FarkasDual", 0, 1, dual)
+# dual