Phase 2 primal simplex being forced inadvisedly #1989
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
As exposed by #1865, after the objective bound is reached for the scaled LP, primal simplex phase 2 for the unscaled LP was being forced when there will be large primal infeasibilities. Whilst not strictly incorrect, it can be a very bad idea,
It should be that primal simplex phase 2 for the unscaled LP is forced after the objective
_target_is reached, since the primal infeasibilities should be small.After the objective bound is reached for the scaled LP, dual simplex phase 2 for the unscaled LP should be forced, since the dual infeasibilities should be small.