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I stumbled upon this problem from the MathOptInterface testset
maximize x + y s.t. 2 <= x + y <= 12 x, y >= 0
When solved with a box constraint, COSMO returns dual infeasible, which is wrong.
dual infeasible
using COSMO, SparseArrays, LinearAlgebra q = [-1; -1.] P = spzeros(2, 2) # x, y >= 0 nn_constraint = COSMO.Constraint(Matrix(1.0I, 2, 2), zeros(2), COSMO.Nonnegatives) # 2 <= x + y <= 12 box_constraint = COSMO.Constraint([1. 1], zeros(1), COSMO.Box([2.], [12.])) cs = [nn_constraint; box_constraint] settings = COSMO.Settings(verbose=true, eps_abs = 1e-5, eps_rel = 1e-5, check_termination = 25, check_infeasibility = 25) model = COSMO.Model() assemble!(model, P, q, cs, settings = settings) res = COSMO.optimize!(model);
However, when implemented with one-sided constraints COSMO solves the problem.
nn_instead_of_box = COSMO.Constraint([1. 1.; -1. -1], [2; 12], COSMO.Nonnegatives) cs = [nn_constraint; nn_instead_of_box] model = COSMO.Model() assemble!(model, P, q, cs, settings = settings) res = COSMO.optimize!(model);
I think this is probably an issue with in_pol_recc() for COSMO.Box.
in_pol_recc()
COSMO.Box
The text was updated successfully, but these errors were encountered:
solve_farkas_interval_upper
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I stumbled upon this problem from the MathOptInterface testset
When solved with a box constraint, COSMO returns
dual infeasible
, which is wrong.However, when implemented with one-sided constraints COSMO solves the problem.
I think this is probably an issue with
in_pol_recc()
forCOSMO.Box
.The text was updated successfully, but these errors were encountered: