Precision errors when converting python floats to SCIP_REALs

[Joao-Dionisio]

Conversion of Python types to C types sometimes yields precision errors. It's not clear to me when and why this happens.

m = Model()
x = m.addVar()
m.setObjective(15.32*x)
m.writeProblem("model.cip")

The values stay correct right up the call to SCIPchgVarObj in L1347

Interestingly, if we set the objective at variable creation, the same doesn't happen.

m = Model()
x = m.addVar(obj=15.32)
m.writeProblem("model.cip")

System

• OS: Ubuntu
• Version 22.04
• SCIP version 8.1.0
• How did you install pyscipopt? Source

[leoneifler]

The number 15.32 is not exactly representable in binary floating-point format. Why this does not happen if you set it at variable creation I have no idea, but I am guessing this is the overall reason for observing this effect.

[Joao-Dionisio]

Hey @leoneifler, thanks for looking into this! That is true, but at least in Python the precision is much higher:

In this PR we reverted manual variable typing, which seems to be the cause for this. See here:

Me and Mo discussed this yesterday, we have a feeling it might be due to calls to float in other files, like expr.pxi. In fact, we played around with some of this (but I can't tell for sure what did it 😞) and the error above no longer appears:

I have encountered this behavior in other circumstances as well, that's why I haven't created a PR.

Does this all seem reasonable, Leon? What do you think?