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Fix dualsols #204

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Merged
fserra merged 2 commits into from
Sep 11, 2018
Merged

Fix dualsols #204

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d844d3a
compute activity before comparison with lhs/rhs for correct dualsols
mattmilten Sep 11, 2018
1f15691
use SCIP internal method for next release
mattmilten Sep 11, 2018
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1 change: 1 addition & 0 deletions src/pyscipopt/scip.pxd
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Original file line number Diff line number Diff line change
Expand Up @@ -670,6 +670,7 @@ cdef extern from "scip/scip.h":
SCIP_Real SCIPgetDualbound(SCIP* scip)
SCIP_Real SCIPgetDualboundRoot(SCIP* scip)
SCIP_Real SCIPgetVarRedcost(SCIP* scip, SCIP_VAR* var)
SCIP_RETCODE SCIPgetDualSolVal(SCIP* scip, SCIP_CONS* cons, SCIP_Real* dualsolval, SCIP_Bool* boundconstraint)

# Reader plugin
SCIP_RETCODE SCIPincludeReader(SCIP* scip,
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56 changes: 32 additions & 24 deletions src/pyscipopt/scip.pyx
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Expand Up @@ -2053,36 +2053,44 @@ cdef class Model:
:param Constraint cons: linear constraint

"""
# TODO this should ideally be handled on the SCIP side
cdef SCIP_Real dualsolval
cdef SCIP_Bool boundconstraint
cdef int _nvars
cdef SCIP_VAR** _vars
cdef SCIP_Real* _vals
cdef SCIP_Bool _success
dual = 0.0

constype = bytes(SCIPconshdlrGetName(SCIPconsGetHdlr(cons.cons))).decode('UTF-8')
if not constype == 'linear':
raise Warning("dual solution values not available for constraints of type ", constype)
if self.version() > 6.0:
PY_SCIP_CALL( SCIPgetDualSolVal(self._scip, cons.cons, &dualsolval, &boundconstraint) )
return dualsolval
else:
dual = 0.0

try:
_nvars = SCIPgetNVarsLinear(self._scip, cons.cons)
if cons.isOriginal():
transcons = <Constraint>self.getTransformedCons(cons)
else:
transcons = cons
dual = SCIPgetDualsolLinear(self._scip, transcons.cons)
if dual == 0.0 and _nvars == 1:
_vars = SCIPgetVarsLinear(self._scip, transcons.cons)
LPsol = SCIPvarGetLPSol(_vars[0])
rhs = SCIPgetRhsLinear(self._scip, transcons.cons)
lhs = SCIPgetLhsLinear(self._scip, transcons.cons)
if (LPsol == rhs) or (LPsol == lhs):
dual = SCIPgetVarRedcost(self._scip, _vars[0])
constype = bytes(SCIPconshdlrGetName(SCIPconsGetHdlr(cons.cons))).decode('UTF-8')
if not constype == 'linear':
raise Warning("dual solution values not available for constraints of type ", constype)

if self.getObjectiveSense() == "maximize":
dual = -dual
except:
raise Warning("no dual solution available for constraint " + cons.name)
return dual
try:
_nvars = SCIPgetNVarsLinear(self._scip, cons.cons)
if cons.isOriginal():
transcons = <Constraint>self.getTransformedCons(cons)
else:
transcons = cons
dual = SCIPgetDualsolLinear(self._scip, transcons.cons)
if dual == 0.0 and _nvars == 1:
_vars = SCIPgetVarsLinear(self._scip, transcons.cons)
_vals = SCIPgetValsLinear(self._scip, transcons.cons)
activity = SCIPvarGetLPSol(_vars[0]) * _vals[0]
rhs = SCIPgetRhsLinear(self._scip, transcons.cons)
lhs = SCIPgetLhsLinear(self._scip, transcons.cons)
if (activity == rhs) or (activity == lhs):
dual = SCIPgetVarRedcost(self._scip, _vars[0])

if self.getObjectiveSense() == "maximize" and not dual == 0.0:
dual = -dual
except:
raise Warning("no dual solution available for constraint " + cons.name)
return dual

def getDualfarkasLinear(self, Constraint cons):
"""Retrieve the dual farkas value to a linear constraint.
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