fix presolve set to boolean illegal for HiGHS

hlefebvr · Oct 29, 2023 · c32554d · c32554d
1 parent 3060a3c
commit c32554d
Show file tree

Hide file tree

Showing 2 changed files with 18 additions and 5 deletions.
diff --git a/lib/include/idol/optimizers/wrappers/HiGHS/Optimizers_HiGHS.h b/lib/include/idol/optimizers/wrappers/HiGHS/Optimizers_HiGHS.h
@@ -80,6 +80,8 @@ class idol::Optimizers::HiGHS  : public OptimizerWithLazyUpdates<int, int> {
 public:
     explicit HiGHS(const Model& t_model, bool t_continuous_relaxation);
 
+    ~HiGHS();
+
     [[nodiscard]] std::string name() const override { return "glpk"; }
 
     void set_param_time_limit(double t_time_limit) override;

diff --git a/lib/src/optimizers/wrappers/HiGHS/Optimizers_HiGHS.cpp b/lib/src/optimizers/wrappers/HiGHS/Optimizers_HiGHS.cpp
@@ -76,11 +76,14 @@ int idol::Optimizers::HiGHS::hook_add(const Var &t_var, bool t_add_column) {
 
     const int index = (int) m_model.getNumCol();
 
-    const double lb = parent().get_var_lb(t_var);
-    const double ub = parent().get_var_ub(t_var);
+    double lb = parent().get_var_lb(t_var);
+    double ub = parent().get_var_ub(t_var);
     const auto& column = parent().get_var_column(t_var);
     const auto type = parent().get_var_type(t_var);
 
+    lb = is_neg_inf(lb) ? -m_model.getInfinity() : lb;
+    ub = is_pos_inf(ub) ? m_model.getInfinity() : ub;
+
     if (t_add_column) {
 
         const auto& column_linear = column.linear();
@@ -301,7 +304,7 @@ void idol::Optimizers::HiGHS::hook_optimize() {
 
     }
 
-    if (get_param_infeasible_or_unbounded_info() && m_solution_status == Infeasible) {
+    if (get_param_infeasible_or_unbounded_info() && m_solution_status == Infeasible && get_remaining_time() > 0) {
 
         bool has_dual_ray;
         m_farkas_certificate = new double[m_model.getNumRow()];
@@ -311,7 +314,7 @@ void idol::Optimizers::HiGHS::hook_optimize() {
             run_without_presolve();
             m_model.getDualRay(has_dual_ray, m_farkas_certificate);
             if (!has_dual_ray) {
-                throw Exception("Cannot save dual ray.");
+                throw Exception("Cannot save Farkas certificate.");
             }
         }
 
@@ -395,7 +398,7 @@ void idol::Optimizers::HiGHS::set_param_best_bound_stop(double t_best_bound_stop
 }
 
 void idol::Optimizers::HiGHS::set_param_presolve(bool t_value) {
-    m_model.setOptionValue("presolve", t_value);
+    m_model.setOptionValue("presolve", t_value ? "on" : "off");
     Optimizer::set_param_presolve(t_value);
 }
 
@@ -425,6 +428,9 @@ double idol::Optimizers::HiGHS::get_best_bound() const {
 }
 
 double idol::Optimizers::HiGHS::get_var_primal(const Var &t_var) const {
+    if (!m_model.getSolution().value_valid) {
+        throw Exception("Cannot access primal values");
+    }
     return m_model.getSolution().col_value[lazy(t_var).impl()];
 }
 
@@ -484,4 +490,9 @@ void idol::Optimizers::HiGHS::set_param_log_level(idol::LogLevel t_log_level) {
     Optimizer::set_param_log_level(t_log_level);
 }
 
+idol::Optimizers::HiGHS::~HiGHS() {
+    delete[] m_farkas_certificate;
+    delete[] m_extreme_ray;
+}
+
 #endif