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assert_cuts_off: Improve performance
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@@ -27,27 +27,19 @@ function assert_eq(a, b; atol = 1e-4)
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end
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function assert_cuts_off(cuts::ConstraintSet, x::Vector{Float64}, tol = 1e-6)
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vals = cuts.lhs * x
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for i = 1:length(cuts.lb)
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val = cuts.lhs[i, :]' * x
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if (val <= cuts.ub[i] - tol) && (val >= cuts.lb[i] + tol)
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if (vals[i] <= cuts.ub[i] - tol) && (vals[i] >= cuts.lb[i] + tol)
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throw(ErrorException("inequality fails to cut off fractional solution"))
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end
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end
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end
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function assert_does_not_cut_off(cuts::ConstraintSet, x::Vector{Float64}; tol = 1e-6)
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vals = cuts.lhs * x
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for i = 1:length(cuts.lb)
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val = cuts.lhs[i, :]' * x
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ub = cuts.ub[i]
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lb = cuts.lb[i]
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if (val >= ub) || (val <= lb)
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@show cuts.lhs[i, :]
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@show x[cuts.lhs[i, :].nzind]
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throw(
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ErrorException(
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"inequality $i cuts off integer solution ($lb <= $val <= $ub)",
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),
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)
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if (vals[i] >= cuts.ub[i]) || (vals[i] <= cuts.lb[i])
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throw(ErrorException("inequality $i cuts off integer solution"))
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end
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end
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end
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