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fix bug in glop

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This commit is contained in:
Laurent Perron
2022-10-25 20:30:23 +02:00
parent e1b28ccb8d
commit 5a127cbf3f
2 changed files with 6 additions and 4 deletions
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4
ortools/glop/parameters.proto
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@@ -30,8 +30,8 @@ message GlopParameters {
// Supported algorithms for scaling:
// EQUILIBRATION - progressive scaling by row and column norms until the
// marginal difference passes below a threshold.
// LINEAR_PROGRAM - finding optimal scale factors using
// a linear program in the log scale.
// LINEAR_PROGRAM - EXPERIMENTAL: finding optimal scale factors using a linear
// program in the log scale.
enum ScalingAlgorithm {
DEFAULT = 0;
EQUILIBRATION = 1;

6
ortools/glop/revised_simplex.cc
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@@ -2867,6 +2867,9 @@ Status RevisedSimplex::PrimalMinimize(TimeLimit* time_limit) {
if (refactorize) continue;
if (step_length == kInfinity || step_length == -kInfinity) {
// On a validated input, we shouldn't have a length of -infinity even
// though it can be slightly negative in some settings.
DCHECK_NE(step_length, -kInfinity);
if (!basis_factorization_.IsRefactorized() ||
!reduced_costs_.AreReducedCostsPrecise()) {
VLOG(1) << "Infinite step length, double checking...";
@@ -2878,7 +2881,6 @@ Status RevisedSimplex::PrimalMinimize(TimeLimit* time_limit) {
VLOG(1) << "Unbounded feasibility problem !?";
problem_status_ = ProblemStatus::ABNORMAL;
} else {
VLOG(1) << "Unbounded problem.";
problem_status_ = ProblemStatus::PRIMAL_UNBOUNDED;
solution_primal_ray_.AssignToZero(num_cols_);
for (RowIndex row(0); row < num_rows_; ++row) {
@@ -2886,7 +2888,7 @@ Status RevisedSimplex::PrimalMinimize(TimeLimit* time_limit) {
solution_primal_ray_[col] = -direction_[row];
}
solution_primal_ray_[entering_col] = 1.0;
if (step_length == -kInfinity) {
if (reduced_cost > 0.0) {
ChangeSign(&solution_primal_ray_);
}
}