Skip to content

Fix objective values for certificates #233

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
odow merged 1 commit into from
Nov 24, 2021
Merged

Fix objective values for certificates #233

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 8 additions & 0 deletions src/MOI_wrapper/MOI_wrapper.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -286,6 +286,14 @@ function MOI.optimize!(
dest.sol.slack;
options...,
)
# If the solution is an infeasibility certificate, the objective values are
# left as infinite, not the value corresponding to the ray.
if !isfinite(sol.info.dobj)
sol.info.dobj = -Ab.constants' * sol.y
end
if !isfinite(sol.info.pobj)
sol.info.pobj = c' * sol.x
end
dest.sol = MOISolution(
sol.x,
sol.y,
Expand Down