Merge remote-tracking branch 'origin/v9-minor'

CHANGELOG

@@ -190,6 +190,8 @@ Miscellaneous
 Fixed bugs
 ----------
 
+- fixed definition of slack variables of >= constraints and ranged rows in LP interface to Gurobi (lpi_grb.c)
+
 Build system
 ------------
 

src/lpi/lpi_cpx.c

@@ -4544,30 +4544,30 @@ SCIP_RETCODE SCIPlpiSetRealpar(
    {
    case SCIP_LPPAR_FEASTOL:
       assert( dval > 0.0 );
-      /* 1e-09 <= dval <= 1e-04 */
+      /* 1e-09 <= dval <= 1e-01 */
       if( dval < 1e-09 )
          dval = 1e-09;
-      else if( dval > 1e-04 )
-         dval = 1e-04;
+      else if( dval > 1e-01 )
+         dval = 1e-01;
 
       setDblParam(lpi, CPX_PARAM_EPRHS, dval);
       lpi->feastol = dval;
       break;
    case SCIP_LPPAR_DUALFEASTOL:
       assert( dval > 0.0 );
-      /* 1e-09 <= dval <= 1e-04 */
+      /* 1e-09 <= dval <= 1e-01 */
       if( dval < 1e-09 )
          dval = 1e-09;
-      else if( dval > 1e-04 )
-         dval = 1e-04;
+      else if( dval > 1e-01 )
+         dval = 1e-01;
 
       setDblParam(lpi, CPX_PARAM_EPOPT, dval);
       break;
    case SCIP_LPPAR_BARRIERCONVTOL:
-      /* 1e-10 <= dval */
+      /* 1e-12 <= dval */
       assert( dval >= 0.0 );
-      if( dval < 1e-10 )
-         dval = 1e-10;
+      if( dval < 1e-12 )
+         dval = 1e-12;
 
       setDblParam(lpi, CPX_PARAM_BAREPCOMP, dval);
       break;

src/lpi/lpi_grb.c

@@ -4764,6 +4764,8 @@ SCIP_RETCODE SCIPlpiGetBInvRow(
    double val;
    int ind;
    int status;
+   int ncols;
+   int ngrbcols;
 
    assert(lpi != NULL);
    assert(lpi->grbmodel != NULL);
@@ -4779,19 +4781,34 @@ SCIP_RETCODE SCIPlpiGetBInvRow(
    }
 
    SCIP_CALL( SCIPlpiGetNRows(lpi, &nrows) );
+   SCIP_CALL( SCIPlpiGetNCols(lpi, &ncols) );
+   CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_NUMVARS, &ngrbcols) );
 
    /* set up solution vector */
    x.len = 0;
    SCIP_ALLOC( BMSallocMemoryArray(&(x.ind), nrows) );
    SCIP_ALLOC( BMSallocMemoryArray(&(x.val), nrows) );
 
    /* get basis indices, temporarily using memory of x.ind */
-   SCIP_CALL( SCIPlpiGetBasisInd(lpi, x.ind) );
+   CHECK_ZERO( lpi->messagehdlr, GRBgetBasisHead(lpi->grbmodel, x.ind) );
 
    /* set up rhs */
    b.len = 1;
    ind = r;
-   val = (x.ind)[r] >= 0 ? 1.0 : -1.0;
+   val = 1.0;
+   if ( x.ind[r] > ncols )
+   {
+      /* the sign of the slack variables seems to be 1 for <= inequalities, equations, but -1 for >= inequalities and ranged rows */
+      if ( x.ind[r] < ngrbcols )
+         val = -1.0;
+      else
+      {
+         char sense;
+         CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, x.ind[r] - ngrbcols, 1, &sense) );
+         if ( sense == '>' )
+            val = -1.0;
+      }
+   }
    b.ind = &ind;
    b.val = &val;
 
@@ -4862,11 +4879,12 @@ SCIP_RETCODE SCIPlpiGetBInvCol(
 {
    SVECTOR x;
    SVECTOR b;
-   int* bind;
    int nrows;
    double val;
    int ind;
    int status;
+   int ncols;
+   int ngrbcols;
 
    assert(lpi != NULL);
    assert(lpi->grbmodel != NULL);
@@ -4882,16 +4900,34 @@ SCIP_RETCODE SCIPlpiGetBInvCol(
    }
 
    SCIP_CALL( SCIPlpiGetNRows(lpi, &nrows) );
+   SCIP_CALL( SCIPlpiGetNCols(lpi, &ncols) );
+   CHECK_ZERO( lpi->messagehdlr, GRBgetintattr(lpi->grbmodel, GRB_INT_ATTR_NUMVARS, &ngrbcols) );
 
    /* set up solution vector */
    x.len = 0;
    SCIP_ALLOC( BMSallocMemoryArray(&(x.ind), nrows) );
    SCIP_ALLOC( BMSallocMemoryArray(&(x.val), nrows) );
 
+   /* get basis indices, temporarily using memory of x.ind */
+   CHECK_ZERO( lpi->messagehdlr, GRBgetBasisHead(lpi->grbmodel, x.ind) );
+
    /* set up rhs */
    b.len = 1;
    ind = c;
    val = 1.0;
+   if ( x.ind[c] > ncols )
+   {
+      /* the sign of the slack variables seems to be 1 for <= inequalities, equations, but -1 for >= inequalities and ranged rows */
+      if ( x.ind[c] < ngrbcols )
+         val = -1.0;
+      else
+      {
+         char sense;
+         CHECK_ZERO( lpi->messagehdlr, GRBgetcharattrarray(lpi->grbmodel, GRB_CHAR_ATTR_SENSE, x.ind[c] - ngrbcols, 1, &sense) );
+         if ( sense == '>' )
+            val = -1.0;
+      }
+   }
    b.ind = &ind;
    b.val = &val;
 
@@ -4901,10 +4937,6 @@ SCIP_RETCODE SCIPlpiGetBInvCol(
    /* size should be at most the number of rows */
    assert( x.len <= nrows );
 
-   /* get basis indices: entries that correspond to slack variables with coefficient -1 must be negated */
-   SCIP_ALLOC( BMSallocMemoryArray(&bind, nrows) );
-   SCIP_CALL( SCIPlpiGetBasisInd(lpi, bind) );
-
    /* check whether we require a dense or sparse result vector */
    if ( ninds != NULL && inds != NULL )
    {
@@ -4918,8 +4950,6 @@ SCIP_RETCODE SCIPlpiGetBInvCol(
          assert( idx >= 0 && idx < nrows );
          inds[i] = idx;
          coef[idx] = (x.val)[i];
-         if( bind[idx] < 0 )
-            coef[idx] *= -1.0;
       }
       *ninds = x.len;
    }
@@ -4935,13 +4965,10 @@ SCIP_RETCODE SCIPlpiGetBInvCol(
          idx = (x.ind)[i];
          assert( idx >= 0 && idx < nrows );
          coef[idx] = (x.val)[i];
-         if( bind[idx] < 0 )
-            coef[idx] *= -1.0;
       }
    }
 
    /* free solution space and basis index array */
-   BMSfreeMemoryArray(&bind);
    BMSfreeMemoryArray(&(x.val));
    BMSfreeMemoryArray(&(x.ind));