Merge pull request #1995 from ERGO-Code/fix-1990

Fix 1990
ERGO-Code · Oct 24, 2024 · cceea9a · cceea9a
2 parents 320480c + abf2c68
commit cceea9a
Show file tree

Hide file tree

Showing 5 changed files with 54 additions and 18 deletions.
diff --git a/check/TestQpSolver.cpp b/check/TestQpSolver.cpp
@@ -979,9 +979,20 @@ TEST_CASE("test-qp-hot-start", "[qpsolver]") {
     highs.setSolution(solution);
     basis.alien = true;
     highs.setBasis(basis);
-    return_status = highs.run();
-    REQUIRE(return_status == HighsStatus::kOk);
+    REQUIRE(highs.run() == HighsStatus::kOk);
     REQUIRE(info.qp_iteration_count == 0);
+    if (k == 0) {
+      // Modify the constraint so that the solution and basis are not
+      // feasible and one iteration is needed
+      REQUIRE(highs.changeCoeff(0, 1, 2.0) == HighsStatus::kOk);
+      REQUIRE(highs.changeRowBounds(0, 4.0, kHighsInf) == HighsStatus::kOk);
+      highs.clearSolver();
+      basis.alien = false;
+      highs.setBasis(basis);
+      highs.setSolution(solution);
+      return_status = highs.run();
+      REQUIRE(info.qp_iteration_count == 1);
+    }
   }
 }
 

diff --git a/src/qpsolver/a_quass.cpp b/src/qpsolver/a_quass.cpp
@@ -34,6 +34,10 @@ static QpAsmStatus quass2highs(Instance& instance, Settings& settings,
       highs_model_status = HighsModelStatus::kTimeLimit;
       qp_asm_return_status = QpAsmStatus::kWarning;
       break;
+    case QpModelStatus::kInterrupt:
+      highs_model_status = HighsModelStatus::kInterrupt;
+      qp_asm_return_status = QpAsmStatus::kWarning;
+      break;
     case QpModelStatus::kUndetermined:
       highs_model_status = HighsModelStatus::kSolveError;
       qp_asm_return_status = QpAsmStatus::kError;
@@ -159,7 +163,7 @@ QpAsmStatus solveqp(Instance& instance, Settings& settings, Statistics& stats,
     computeStartingPointHighs(instance, settings, stats, qp_model_status,
                               startinfo, highs_model_status, highs_basis,
                               highs_solution, qp_timer);
-    if (qp_model_status == QpModelStatus::kInfeasible) {
+    if (qp_model_status != QpModelStatus::kNotset) {
       return quass2highs(instance, settings, stats, qp_model_status,
                          qp_solution, highs_model_status, highs_basis,
                          highs_solution);

diff --git a/src/qpsolver/devexharrispricing.hpp b/src/qpsolver/devexharrispricing.hpp
@@ -56,7 +56,7 @@ class DevexHarrisPricing : public Pricing {
       : runtime(rt),
         basis(bas),
         redcosts(rc),
-        weights(std::vector<double>(rt.instance.num_var, 1.0)) {};
+        weights(std::vector<double>(rt.instance.num_var, 1.0)){};
 
   HighsInt price(const QpVector& x, const QpVector& gradient) {
     HighsInt minidx = chooseconstrainttodrop(redcosts.getReducedCosts());

diff --git a/src/qpsolver/feasibility_highs.hpp b/src/qpsolver/feasibility_highs.hpp
@@ -51,19 +51,17 @@ static void computeStartingPointHighs(
   if (have_starting_point) {
     use_basis = highs_basis;
     use_solution = highs_solution;
+    // Have to assume that the supplied basis is feasible
+    modelstatus = QpModelStatus::kNotset;
   } else {
     Highs highs;
 
     // set HiGHS to be silent
     highs.setOptionValue("output_flag", false);
-
     highs.setOptionValue("presolve", "on");
-
+    // Set the residual time limit
     const double use_time_limit =
-        settings.time_limit < kHighsInf
-            ? settings.time_limit - timer.readRunHighsClock()
-            : kHighsInf;
-
+        std::max(settings.time_limit - timer.readRunHighsClock(), 0.001);
     highs.setOptionValue("time_limit", use_time_limit);
 
     HighsLp lp;
@@ -118,19 +116,37 @@ static void computeStartingPointHighs(
     }
 
     HighsStatus status = highs.run();
-    if (status != HighsStatus::kOk) {
+    if (status == HighsStatus::kError) {
       modelstatus = QpModelStatus::kError;
       return;
     }
 
-    stats.phase1_iterations = highs.getInfo().simplex_iteration_count;
-
     HighsModelStatus phase1stat = highs.getModelStatus();
-    if (phase1stat == HighsModelStatus::kInfeasible) {
-      modelstatus = QpModelStatus::kInfeasible;
-      return;
+    switch (phase1stat) {
+      case HighsModelStatus::kOptimal:
+        modelstatus = QpModelStatus::kNotset;
+        break;
+      case HighsModelStatus::kInfeasible:
+        modelstatus = QpModelStatus::kInfeasible;
+        break;
+      case HighsModelStatus::kTimeLimit:
+        modelstatus = QpModelStatus::kTimeLimit;
+        break;
+      case HighsModelStatus::kInterrupt:
+        modelstatus = QpModelStatus::kInterrupt;
+        break;
+      default:
+        modelstatus = QpModelStatus::kError;
     }
 
+    stats.phase1_iterations = highs.getInfo().simplex_iteration_count;
+
+    if (modelstatus != QpModelStatus::kNotset) return;
+
+    // Should only get here if feasibility problem is solved to
+    // optimality - hence there is a feasible basis
+    assert(phase1stat == HighsModelStatus::kOptimal);
+
     use_basis = highs.getBasis();
     use_solution = highs.getSolution();
   }
@@ -245,8 +261,12 @@ static void computeStartingPointHighs(
     printf(")\n");
   }
 
-  assert((HighsInt)(initial_active.size() + initial_inactive.size()) ==
-         instance.num_var);
+  // This used to be an assert
+  if ((HighsInt)(initial_active.size() + initial_inactive.size()) !=
+      instance.num_var) {
+    modelstatus = QpModelStatus::kError;
+    return;
+  }
 
   if (!have_starting_point) {
     // When starting from a feasible basis, there will generally be

diff --git a/src/qpsolver/qpconst.hpp b/src/qpsolver/qpconst.hpp
@@ -13,6 +13,7 @@ enum class QpModelStatus {
   kIterationLimit,
   kTimeLimit,
   kLargeNullspace,
+  kInterrupt,
   kError
 };