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jajhall avatar jajhall commented on July 20, 2024

The HIGHS IPM solver has simply failed. The following suggest that the problem is numerically challenging

LU pivot tolerance tightened to 0.3
LU pivot tolerance tightened to 0.9

The final values of 1.67715856e+10 and 6.92604238e+09 for the primal and dual objective values have a big gap, and whilst

max absolute primal residual = 1.261e-05

isn't so bad

max absolute dual residual = 0.001563

is less encouraging.

This isn't a bug, just a failure

Thanks for your kind words, we're used to people only getting in touch when things go wrong!

from highs.

karldw avatar karldw commented on July 20, 2024

This is enormously helpful. Thank you!

from highs.

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