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Infeasibility certificates returning infinite values #2

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blegat opened this issue Jun 5, 2019 · 0 comments
Open

Infeasibility certificates returning infinite values #2

blegat opened this issue Jun 5, 2019 · 0 comments

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@blegat
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blegat commented Jun 5, 2019

The dual values are infinite for infinity certificates which prevents distinguishing from a ray (1, 2) or a ray (2, 1) for instance since they would both be (Inf, Inf) IIUC.
This makes tests linear12:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1452-L1507
and rotatedsoc2:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contconic.jl#L674-L750
fail. To reproduce the failue:

import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=4000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
              (MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
               MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
              (), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)

MOI.Test.linear12test(bridged, config)

# output

Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1499
  Expression: (-3 * cd1 + cd2, -bndyd, atol=atol, rtol=rtol)
   Evaluated: NaN  -Inf (atol=0.03, rtol=0.03)
ERROR: There was an error during testing

MOI.Test.rotatedsoc2test(bridged, config)

# output

Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contconic.jl:745
  Expression: (vardual, -y, atol=atol, rtol=rtol)
   Evaluated: [NaN, Inf, -Inf]  [Inf, Inf, -Inf] (atol=0.03, rtol=0.03)
ERROR: There was an error during testing
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