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

scipopt · Mar 31, 2024 · 3fe72b2 · 3fe72b2
2 parents f6cca7e + 6a1262e
commit 3fe72b2
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Showing 2 changed files with 30 additions and 24 deletions.
diff --git a/CHANGELOG b/CHANGELOG
@@ -131,6 +131,7 @@ Fixed bugs
 - in SCIPsolveProbingLP() when objective has been changed do not return cutoff due to exceeding the cutoff bound
 - set probing LP to be a relaxation only when objective has not been changed
 - declare contradicting infinities in getMinActivity() and getMaxActivity() as non-tight
+- reject farkas solution with large values to bound magnification of errors in SCIPgetFarkasProof()
 
 Miscellaneous
 -------------

diff --git a/src/scip/conflict_general.c b/src/scip/conflict_general.c
@@ -94,6 +94,10 @@
  * 2^53 = 9007199254740992
  */
 #define NUMSTOP 9007199254740992.0
+/* because row violations might be magnified, we stop the infeasibility analysis if a dual weight is bigger than
+ * 10^7 = 10000000
+ */
+#define SOLSTOP 10000000.0
 
 /** returns the current number of conflict sets in the conflict set storage */
 int SCIPconflictGetNConflicts(
@@ -1210,17 +1214,26 @@ SCIP_RETCODE SCIPgetFarkasProof(
    /* allocate temporary memory */
    SCIP_CALL( SCIPsetAllocBufferArray(set, &dualfarkas, nrows) );
    BMSclearMemoryArray(dualfarkas, nrows);
+   localrowinds = NULL;
+   localrowdepth = NULL;
+   nlocalrows = 0;
 
    /* get dual Farkas values of rows */
    SCIP_CALL( SCIPlpiGetDualfarkas(lpi, dualfarkas) );
 
-   localrowinds = NULL;
-   localrowdepth = NULL;
-   nlocalrows = 0;
+   /* check whether the Farkas solution is numerically stable */
+   for( r = 0; r < nrows; ++r )
+   {
+      if( REALABS(dualfarkas[r]) > SOLSTOP )
+      {
+         *valid = FALSE;
+         goto TERMINATE;
+      }
+   }
 
    /* calculate the Farkas row */
-   (*valid) = TRUE;
-   (*validdepth) = 0;
+   *valid = TRUE;
+   *validdepth = 0;
 
    for( r = 0; r < nrows; ++r )
    {
@@ -1254,7 +1267,7 @@ SCIP_RETCODE SCIPgetFarkasProof(
             /* due to numerical reasons we want to stop */
             if( REALABS(SCIPaggrRowGetRhs(farkasrow)) > NUMSTOP )
             {
-               (*valid) = FALSE;
+               *valid = FALSE;
                goto TERMINATE;
             }
          }
@@ -1310,7 +1323,7 @@ SCIP_RETCODE SCIPgetFarkasProof(
       }
       else
       {
-         (*valid) = FALSE;
+         *valid = FALSE;
          SCIPsetDebugMsg(set, " -> proof is not valid to due infinite activity delta\n");
       }
    }
@@ -1347,7 +1360,6 @@ SCIP_RETCODE SCIPgetDualProof(
    SCIP_Real* redcosts;
    int* localrowinds;
    int* localrowdepth;
-   SCIP_Real maxabsdualsol;
    SCIP_Bool infdelta;
    int nlocalrows;
    int nrows;
@@ -1386,7 +1398,7 @@ SCIP_RETCODE SCIPgetDualProof(
    retcode = SCIPlpiGetSol(lpi, NULL, primsols, dualsols, NULL, redcosts);
    if( retcode == SCIP_LPERROR ) /* on an error in the LP solver, just abort the conflict analysis */
    {
-      (*valid) = FALSE;
+      *valid = FALSE;
       goto TERMINATE;
    }
    SCIP_CALL( retcode );
@@ -1399,20 +1411,13 @@ SCIP_RETCODE SCIPgetDualProof(
 #endif
 
    /* check whether the dual solution is numerically stable */
-   maxabsdualsol = 0;
-   for( r = 0; r < nrows; r++ )
-   {
-      SCIP_Real absdualsol = REALABS(dualsols[r]);
-
-      if( absdualsol > maxabsdualsol )
-         maxabsdualsol = absdualsol;
-   }
-
-   /* don't consider dual solution with maxabsdualsol > 1e+07, this would almost cancel out the objective constraint */
-   if( maxabsdualsol > 1e+07 )
+   for( r = 0; r < nrows; ++r )
    {
-      (*valid) = FALSE;
-      goto TERMINATE;
+      if( REALABS(dualsols[r]) > SOLSTOP )
+      {
+         *valid = FALSE;
+         goto TERMINATE;
+      }
    }
 
    /* clear the proof */
@@ -1477,7 +1482,7 @@ SCIP_RETCODE SCIPgetDualProof(
             /* due to numerical reasons we want to stop */
             if( REALABS(SCIPaggrRowGetRhs(farkasrow)) > NUMSTOP )
             {
-               (*valid) = FALSE;
+               *valid = FALSE;
                goto TERMINATE;
             }
          }
@@ -1533,7 +1538,7 @@ SCIP_RETCODE SCIPgetDualProof(
       }
       else
       {
-         (*valid) = FALSE;
+         *valid = FALSE;
          SCIPsetDebugMsg(set, " -> proof is not valid to due infinite activity delta\n");
       }
    }