accept mip sols in primal cut function (with tolerance 10*prim_cut_feas_tol)

jump-dev / Pajarito.jl

A solver for mixed-integer convex optimization

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accept mip sols in primal cut function (with tolerance 10*prim_cut_feas_tol) #356

Closed chriscoey closed 7 years ago

chriscoey commented 7 years ago

fixes an issue in MSD where MIP solver could ignore cuts and give a solution that is very infeasible and which we should not accept (clay0203h is an example of a bad instance, with viol 0.2 on SOCs)