Fix dual objective value with free variable (#255)

Author: odow

src/MOI_wrapper.jl

@@ -2271,9 +2271,10 @@ function _active_bound(l, x, u, d)
         end
     elseif isfinite(l)
         return l
-    else
-        @assert isfinite(u)
+    elseif isfinite(u)
         return u
+    else
+        return 0.0
     end
 end
 

test/MOI_wrapper.jl

@@ -941,11 +941,13 @@ function test_active_bound()
         (0.0, 1.0, 1.0, -2.0) => 1.0,
         (0.0, 0.6, 1.0, -2.0) => 1.0,
         (0.0, 0.6, 1.0, 2.0) => 1.0,  # incorrect d but doesn't matter
+        (-Inf, 0.0, Inf, 0.0) => 0.0,
         # It's a ray. Choose based on sign
         (0.0, NaN, 1.0, 2.0) => 0.0,
         (0.0, NaN, 1.0, 1e-10) => 0.0,
         (0.0, NaN, 1.0, -2.0) => 1.0,
         (0.0, NaN, 1.0, -1e-10) => 1.0,
+        (-Inf, NaN, Inf, 0.0) => 0.0,
         # It's a one-sided ray
         (0.0, NaN, Inf, 2.0) => 0.0,
         (0.0, NaN, Inf, -1e-10) => 0.0,
@@ -972,6 +974,18 @@ function test_add_constrained_variable_tuple()
     return
 end
 
+function test_dual_objective_value_infeasible()
+    model = HiGHS.Optimizer()
+    x = MOI.add_variable(model)
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    f = 1.0 * x
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.DualStatus()) == MOI.INFEASIBLE_POINT
+    @test MOI.get(model, MOI.DualObjectiveValue()) == 0.0
+    return
+end
+
 end  # module
 
 TestMOIHighs.runtests()