Merge branch '3773-fix-imprecise-pseudo-objective' into 'v9-minor'

Resolve "Imprecise pseudo objective"

See merge request integer/scip!3547

Author: GioniMexi

CHANGELOG

@@ -51,6 +51,7 @@ Interface changes
 ### Changed parameters
 
 - presolving/milp/threads only configurable if PaPILO is built with TBB
+- numerics/recomputefac gets default value 1e+6 to aim at relative epsilon precision
 
 ### Data structures
 

check/CMakeLists.txt

@@ -475,6 +475,7 @@ set(pairs_Issue
     "instances/Issue/3047.lp\;20000\;dualinfer"
     "instances/Issue/3132.lp\;0\;default"
     "instances/Issue/3499.lp\;11460\;closeobj"
+    "instances/Issue/3556.cip\;57138036.9442457\;default"
     "instances/Issue/3589.cip\;-1\;default"
     "instances/Issue/3607.cip\;1\;default"
     "instances/Issue/3610.cip\;0\;default"

tests/src/bugs/varboundnumerics.cip renamed to check/instances/Issue/3556.cip

@@ -185,7 +185,7 @@
 #define SCIP_DEFAULT_BOUNDSTREPS       0.05  /**< default minimal relative improve for strengthening bounds */
 #define SCIP_DEFAULT_PSEUDOCOSTEPS    1e-01  /**< default minimal variable distance value to use for pseudo cost updates */
 #define SCIP_DEFAULT_PSEUDOCOSTDELTA  1e-04  /**< default minimal objective distance value to use for pseudo cost updates */
-#define SCIP_DEFAULT_RECOMPFAC        1e+07  /**< default minimal decrease factor that causes the recomputation of a value (e.g., pseudo objective) instead of an update */
+#define SCIP_DEFAULT_RECOMPFAC        1e+06  /**< default minimal decrease factor that causes the recomputation of a value (e.g., pseudo objective) instead of an update */
 #define SCIP_DEFAULT_HUGEVAL          1e+15  /**< values larger than this are considered huge and should be handled separately (e.g., in activity computation) */
 #define SCIP_MAXEPSILON               1e-03  /**< maximum value for any numerical epsilon */
 #define SCIP_MINEPSILON               1e-20  /**< minimum value for any numerical epsilon */

src/scip/def.h

@@ -1820,7 +1820,7 @@ SCIP_RETCODE propdataInit(
    propdata->glbpropagated = FALSE;
    propdata->glbpseudoobjval = SCIPgetGlobalPseudoObjval(scip);
    propdata->cutoffbound = SCIPgetCutoffbound(scip);
-   assert(SCIPgetDepth(scip) > 0 || SCIPisFeasEQ(scip, propdata->glbpseudoobjval, SCIPgetPseudoObjval(scip)));
+   assert(SCIPgetDepth(scip) > 0 || SCIPisRelEQ(scip, propdata->glbpseudoobjval, SCIPgetPseudoObjval(scip)));
 
    /* create hash table which is used for resolving bound changes */
    if( nminactvars > 0 )
@@ -2430,11 +2430,11 @@ SCIP_RETCODE propagateCutoffboundBinvar(
    /* if the lbobjchg and ubobjchg are both able to fix the variable to its upper (1.0) or lower (0.0) bound,
     * respectively, we detected an cutoff
     *
-    * @note There is no need to use SCIPisFeasLT() in case the objective is integral since the cutoff bound in that case
+    * @note There is no need to use SCIPisLT() in case the objective is integral since the cutoff bound in that case
     *       is the upper bound minus 1 plus the SCIPcutoffbounddelta() (which is MIN(100.0 * feastol, 0.0001)). However,
     *       if the objective is not integral we have to check w.r.t. an epsilon to avoid numerical problems.
     */
-   if( SCIPisFeasLT(scip, cutoffbound, pseudoobjval + ubobjchg) && SCIPisFeasLT(scip, cutoffbound, pseudoobjval + lbobjchg) )
+   if( SCIPisLT(scip, cutoffbound, pseudoobjval + ubobjchg) && SCIPisLT(scip, cutoffbound, pseudoobjval + lbobjchg) )
    {
       /* check if conflict analysis is applicable */
       if( local && SCIPisConflictAnalysisApplicable(scip) )

src/scip/prop_pseudoobj.c

@@ -378,7 +378,7 @@ SCIP_RETCODE SCIPprimalHeuristics(
       /* if the new solution cuts off the current node due to a new primal solution (via the cutoff bound) interrupt
        * calling the remaining heuristics
        */
-      if( (result == SCIP_FOUNDSOL && lowerbound > primal->cutoffbound) || SCIPsolveIsStopped(set, stat, FALSE) )
+      if( SCIPsolveIsStopped(set, stat, FALSE) || ( result == SCIP_FOUNDSOL && SCIPsetIsGE(set, lowerbound, primal->cutoffbound) ) )
          break;
 
       /* check if the problem is proven to be unbounded, currently this happens only in reoptimization */
@@ -3011,7 +3011,7 @@ SCIP_RETCODE applyBounding(
          || (!set->misc_exactsolve && SCIPsetIsGE(set, SCIPnodeGetLowerbound(focusnode), primal->cutoffbound)) )
       {
          /* call pseudo conflict analysis, if the node is cut off due to the pseudo objective value */
-         if( pseudoobjval >= primal->cutoffbound && !SCIPsetIsInfinity(set, primal->cutoffbound) && !SCIPsetIsInfinity(set, -pseudoobjval) )
+         if( !SCIPsetIsInfinity(set, -pseudoobjval) && !SCIPsetIsInfinity(set, primal->cutoffbound) && SCIPsetIsGE(set, pseudoobjval, primal->cutoffbound) )
          {
             SCIP_CALL( SCIPconflictAnalyzePseudo(conflict, blkmem, set, stat, transprob, origprob, tree, reopt, lp, branchcand, eventqueue, cliquetable, NULL) );
          }
@@ -3485,7 +3485,7 @@ SCIP_RETCODE enforceConstraints(
    else
    {
       pseudoobjval = SCIPlpGetPseudoObjval(lp, set, prob);
-      objinfeasible = SCIPsetIsFeasLT(set, pseudoobjval, SCIPnodeGetLowerbound(SCIPtreeGetFocusNode(tree)));
+      objinfeasible = SCIPsetIsDualfeasLT(set, pseudoobjval, SCIPnodeGetLowerbound(SCIPtreeGetFocusNode(tree)));
    }
 
    /* during constraint enforcement, generated cuts should enter the LP in any case; otherwise, a constraint handler
@@ -4768,7 +4768,7 @@ SCIP_RETCODE solveNode(
    if( actdepth == 0 && !(*cutoff) && !(*unbounded) && !(*postpone) )
    {
       /* the root pseudo objective value and pseudo objective value should be equal in the root node */
-      assert(SCIPsetIsFeasEQ(set, SCIPlpGetGlobalPseudoObjval(lp, set, transprob), SCIPlpGetPseudoObjval(lp, set, transprob)));
+      assert(SCIPsetIsRelEQ(set, SCIPlpGetGlobalPseudoObjval(lp, set, transprob), SCIPlpGetPseudoObjval(lp, set, transprob)));
 
       SCIPprobStoreRootSol(transprob, set, stat, lp, SCIPtreeHasFocusNodeLP(tree));
    }