Certify simplex optimality only from a refactorized basis - #3195
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EamonHetherton wants to merge 1 commit into
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Certify simplex optimality only from a refactorized basis#3195EamonHetherton wants to merge 1 commit into
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When dual or primal simplex concludes optimality at a rebuild whose factor still carries updates, force a refactorization and reassess instead of certifying. Values recomputed through a long update chain can be wrong without creating any visible infeasibility: on the reproducer LP, a warm start from an accepted alien basis reached the optimal basis but returned an objective 91.81 above the optimum, reporting Optimal with zero measured infeasibilities, because the final primal values came through a factor carrying 266 updates. The same basis refactorized yields the correct values, which is what the certification path now guarantees. Fixes ERGO-Code#3194 Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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I'll look at #3194 in due course, but the proposed certification of simplex optimality only from a refactorized basis hasn't been necessary previously, and would be a performance hit |
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## latest #3195 +/- ##
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+ Coverage 72.92% 72.96% +0.04%
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Files 436 436
Lines 106038 106099 +61
Branches 17071 17081 +10
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+ Hits 77329 77419 +90
+ Misses 28433 28403 -30
- Partials 276 277 +1 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
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Fixes #3194.
When dual or primal simplex concludes optimality at a rebuild whose factor still carries updates, force a refactorization and reassess instead of certifying. On the LP of #3194 the values computed through the update chain are wrong by 91.81 in the objective while showing no infeasibility; the same basis refactorized yields the correct solution.
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