No dual solution available for constraint in LP with presolve disabled. · Issue #136 · scipopt/PySCIPOpt (original) (raw)

I'm having issues with LP duals (with presolve disabled). Some constraints yield the correct duals, other constraints in the same problem and during the same optimization pass throw no dual solution available for constraint warnings. Setting the affected dual values to 0.0 is not correct; some of the affected constraints are supposed to have non-zero duals.

Unfortunately my example where some duals of tight constraints are returned while some are not is too involved for a bug report. However, here is an example with a single constraint where retrieving its dual fails even though the constraint is tight (and its dual value should be 1.0):

#!/usr/bin/python
import pyscipopt
m = pyscipopt.Model()
x = m.addVar("x")
c = m.addCons(x >= 1)
m.setObjective(x, "minimize")
m.setPresolve(pyscipopt.scip.PY_SCIP_PARAMSETTING.OFF)
m.optimize()
m.getDualsolLinear(c)

Output on v1.2.0:

Traceback (most recent call last):
  File "src/pyscipopt/scip.pyx", line 1276, in pyscipopt.scip.Model.getDualsolLinear
  File "src/pyscipopt/scip.pyx", line 1228, in pyscipopt.scip.Model.getTransformedCons
  File "src/pyscipopt/scip.pyx", line 283, in pyscipopt.scip.Constraint.create
Warning: cannot create Constraint with SCIP_CONS* == NULL

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "./test_scip_duals.py", line 9, in <module>
    m.getDualsolLinear(c)
  File "src/pyscipopt/scip.pyx", line 1292, in pyscipopt.scip.Model.getDualsolLinear
Warning: no dual solution available for constraint c1

Output on current f5956e0:

Traceback (most recent call last):
  File "src/pyscipopt/scip.pyx", line 1577, in pyscipopt.scip.Model.getDualsolLinear
  File "src/pyscipopt/scip.pyx", line 1529, in pyscipopt.scip.Model.getTransformedCons
  File "src/pyscipopt/scip.pyx", line 405, in pyscipopt.scip.Constraint.create
Warning: cannot create Constraint with SCIP_CONS* == NULL

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "./test_scip_duals.py", line 9, in <module>
    m.getDualsolLinear(c)
  File "src/pyscipopt/scip.pyx", line 1592, in pyscipopt.scip.Model.getDualsolLinear
Warning: no dual solution available for constraint c1

Python is 3.6.4, scipoptsuite is 5.0.1.