[Osi-tickets] [COIN-OR Open Solver Interface] #44: OsiCpx::getBInvRow incorrect rows are flipped

[COIN-OR Open Solver Interface]

#44: OsiCpx::getBInvRow incorrect rows are flipped
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 Reporter:  stefan  |       Owner:  mjs
     Type:  defect  |      Status:  new
 Priority:  major   |   Milestone:     
Component:  OsiCpx  |     Version:     
 Keywords:          |  
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 Hi,

 I am not definitely sure, maybe I just do not know enough the background
 behind this basis/nonbasis stuff. But I think the way that rows of the
 basis inverse are flipped in !OsiCpx is not correct.
 So far, when one asks for row number row_ of the BASIS INVERSE matrix,
 then the method checks whether row row_ from the ORIGINAL matrix is a
 greater-equal row! If so, and if the slack corresponding to row row_ is in
 the basis, then the row is flipped.

 However, I think one should check whether row row_ from the basis inverse
 corresponds to a slack variable. Then, if the row in the original matrix
 that belongs to this slack is a greater-equal row, the row has to be
 flipped in the basis inverse.

 A code would be
 {{{
   int *ind_bas = new int[nrow];
   getBasics(ind_bas);
   if (ind_bas[row]>=ncol) { // binv row corresponds to a slack variable
     int Arow=ind_bas[row]-ncol; // Arow is the number of the row in the
 problem matrix which this slack belongs to
     char sense;
     status = CPXgetsense(env_, lp, &sense, Arow, Arow);
     if(status) {
       printf("### ERROR: OsiCpxSolverInterface::getBInvRow(): Unable to
 get senses for row %d\n", Arow);
       exit(1);
     }
     if(sense == 'G') { // slack has coeff -1 in Cplex; thus row in binv
 must be flipped
         for(int j=0; j<nrow; j++) {
           z[j] = -z[j];
         }
     }
   }
   delete[] ind_bas;
 }}}

 The same probably in getBInvARow().

 Best,
 Stefan

-- 
Ticket URL: <https://projects.coin-or.org/Osi/ticket/44>
COIN-OR Open Solver Interface <http://projects.coin-or.org/Osi>
An API for a variety of LP and MIP solvers (and more).