From 907fecae44d4750ffa933bae55cd5cde315f2a66 Mon Sep 17 00:00:00 2001
From: odow <o.dowson@gmail.com>
Date: Thu, 18 Nov 2021 11:06:49 +1300
Subject: [PATCH] Fix objective values for certificates

---
 src/MOI_wrapper/MOI_wrapper.jl | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/src/MOI_wrapper/MOI_wrapper.jl b/src/MOI_wrapper/MOI_wrapper.jl
index 88622b04..856ec04f 100644
--- a/src/MOI_wrapper/MOI_wrapper.jl
+++ b/src/MOI_wrapper/MOI_wrapper.jl
@@ -286,6 +286,14 @@ function MOI.optimize!(
         dest.sol.slack;
         options...,
     )
+    # If the solution is an infeasibility certificate, the objective values are
+    # left as infinite, not the value corresponding to the ray.
+    if !isfinite(sol.info.dobj)
+        sol.info.dobj = -Ab.constants' * sol.y
+    end
+    if !isfinite(sol.info.pobj)
+        sol.info.pobj = c' * sol.x
+    end
     dest.sol = MOISolution(
         sol.x,
         sol.y,