Fix FJ numerical issue turning a solution infeasible #363
Conversation
This file contains hidden or 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
|
🔔 Hi @anandhkb, this pull request has had no activity for 7 days. Please update or let us know if it can be closed. Thank you! If this is an "epic" issue, then please add the "epic" label to this issue. |
1 similar comment
|
🔔 Hi @anandhkb, this pull request has had no activity for 7 days. Please update or let us know if it can be closed. Thank you! If this is an "epic" issue, then please add the "epic" label to this issue. |
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Outdated suggestions cannot be applied.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.
closes #360
On some numerically tricky problems, the infeasibility excess may be close enough to the tolerance that FJ considers it feasible, but solution_t does not.
This PR ensures that FJ doesn't return this new solution if solution_t::compute_feasibility() considers it infeasible.
The refresh period for the computation of constraint LHS values is also reduced to minimize error.