Incorrect PrimalStatus if termination is not optimal

[odow]

Juniper reports the PrimalStatus as INFEASIBLE_POINT when the problem is not optimal: https://github.com/lanl-ansi/Juniper.jl/blob/053661ebc023ff4534210207f9ca40c0ff42fca0/src/MOI_wrapper/results.jl#L29-L39

This is incorrect, because sometimes the point is actually feasible. If we can prove feasibility, it should be FEASIBLE_POINT, otherwise it should be something like UNKNOWN_RESULT_STATUS

First reported on Discourse: https://discourse.julialang.org/t/obtaining-sub-optimal-results-from-the-model-when-the-time-limit-is-reached/85635

[ccoffrin]

A very good find! Kind of shocking this has been in the wild for so long without noticing.

I don't know MOI well enough to suggest the best fix, but as long as the inner NLP solver returns a suitable "solved" status and all discrete variables are integral within the tolerance, we should mark the current incumbent as FEASIBLE_POINT.

[odow]

Taking a look now.

[Wikunia]

I'm a bit confused by this to be honest. The fix in #250 doesn't change when FEASIBLE_POINT is returned, correct? (Just talking about primal status) It changes the infeasible one to unknown. Isn't it an infeasible point if it's not a feasible point by the definition of feasibility that we are using? If it's actually feasible and the check at state_is_optimal returns false isn't the check wrong?

[odow]

Yeah, ideally the check in PrimalStatus would be about feasibility, not whether the optimal status has been found. But it's also okay to report feasible when you find the optimal solution and "I have no idea" if something else happened. That might be because the problem is infeasible, or it might be because of a time limit, and some other numerical issue.

[odow]

The DualStatus return was just always wrong in every situation.

[Wikunia]

Understood thanks for the explanation.