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Issue-1259 - HiGHS returns wrong solution #1307

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Issue-1259 - HiGHS returns wrong solution #1307

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45a127b
Merge pull request #1305 from ERGO-Code/latest
galabovaa May 27, 2023
e6ea409
scale residual for numerical tolerances
erdembanak-invent May 28, 2023
ea49278
fix lint
erdembanak-invent May 28, 2023
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3 changes: 3 additions & 0 deletions src/lp_data/HighsSolution.cpp
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Expand Up @@ -766,6 +766,9 @@ HighsStatus ipxSolutionToHighsSolution(
double primal_truncation = 0;
double dual_infeasibility = 0;
double residual = std::fabs(std::max(lower - value, value - upper));
double var_range = upper - lower;
double residual_rate = residual / var_range;
residual = std::max(residual, residual_rate);
double new_value = value;
double new_dual = dual;
const bool at_lower = value <= lower + primal_feasibility_tolerance;
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