[Clp] Tolerance for constraint violations in Clp

[Kish Shen]

Hi,

I have been running some benchmarks with various solving methods (dual, 
primal, barrier) with Clp (I am using it via ClpOsiSolverInterface), and 
also verifying the solution produced. I got several violations with some 
problems. Looking at the violations in more detail, it seems that the 
violations are for the constraints, and it seems to be by a quite a 
small amount -- 1.06e-7, 1.31e-7 in one example (in this case, both 
violated constraints are equality constraints).

In my checks, I allow the constraints to be violated by the amount given 
by the OsiDblParam OsiPrimalTolerance, which is 1e-7, so the above 
violated constraints are just over the tolerance, and I assume that Clp 
is actually using a difference tolerance from that specified by 
OsiPrimalTolerance. Is OsiPrimalTolerance the correct parameter to use 
for checking for constraint violations, for the three solving methods 
supported by Clp -- dual, primal Simplex and barrier?

Thanks and cheers,

Kish

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