File: TestMipSolver.cpp

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#include "HCheckConfig.h"
#include "Highs.h"
#include "SpecialLps.h"
#include "catch.hpp"

const bool dev_run = false;
const double double_equal_tolerance = 1e-5;

bool objectiveOk(const double optimal_objective,
                 const double require_optimal_objective,
                 const bool dev_run = false);

void solve(Highs& highs, std::string presolve,
           const HighsModelStatus require_model_status,
           const double require_optimal_objective = 0,
           const double require_iteration_count = -1);
void distillationMIP(Highs& highs);
void rowlessMIP(Highs& highs);

TEST_CASE("MIP-distillation", "[highs_test_mip_solver]") {
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  distillationMIP(highs);
}

TEST_CASE("MIP-rowless", "[highs_test_mip_solver]") {
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  rowlessMIP(highs);
}

TEST_CASE("MIP-solution-limit", "[highs_test_mip_solver]") {
  std::string filename;
  filename = std::string(HIGHS_DIR) + "/check/instances/rgn.mps";

  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  highs.readModel(filename);

  highs.setOptionValue("presolve", kHighsOffString);
  if (dev_run) highs.setOptionValue("log_dev_level", 1);

  // Test for kSolutionLimit with mip_max_nodes
  highs.setOptionValue("mip_max_nodes", 0);
  highs.run();
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
  highs.setOptionValue("mip_max_nodes", kHighsIInf);
  highs.clearSolver();

  // Test for kSolutionLimit with mip_max_leaves
  highs.setOptionValue("mip_max_leaves", 0);
  highs.run();
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
  highs.setOptionValue("mip_max_leaves", kHighsIInf);
  highs.clearSolver();

  // Test for kSolutionLimit with mip_max_improving_sols
  highs.setOptionValue("mip_max_improving_sols", 1);
  highs.run();
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
  highs.setOptionValue("mip_max_improving_sols", kHighsIInf);
  highs.clearSolver();
}

TEST_CASE("MIP-integrality", "[highs_test_mip_solver]") {
  std::string filename;
  filename = std::string(HIGHS_DIR) + "/check/instances/avgas.mps";

  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  highs.readModel(filename);
  highs.run();
  highs.readModel(filename);
  const HighsLp& lp = highs.getLp();
  const HighsInfo& info = highs.getInfo();
  vector<HighsVarType> integrality;
  integrality.resize(lp.num_col_);
  HighsInt from_col0 = 0;
  HighsInt to_col0 = 2;
  HighsInt from_col1 = 5;
  HighsInt to_col1 = 7;
  HighsInt num_set_entries = 6;
  vector<HighsInt> set;
  set.push_back(0);
  set.push_back(7);
  set.push_back(1);
  set.push_back(5);
  set.push_back(2);
  set.push_back(6);
  vector<HighsInt> mask;
  mask.assign(lp.num_col_, 0);
  for (HighsInt ix = 0; ix < num_set_entries; ix++) {
    HighsInt iCol = set[ix];
    mask[iCol] = 1;
    integrality[ix] = HighsVarType::kInteger;
  }
  REQUIRE(highs.changeColsIntegrality(from_col0, to_col0, integrality.data()) ==
          HighsStatus::kOk);
  REQUIRE(highs.changeColsIntegrality(from_col1, to_col1, integrality.data()) ==
          HighsStatus::kOk);
  if (dev_run) {
    highs.setOptionValue("log_dev_level", 3);
  } else {
    highs.setOptionValue("output_flag", false);
  }
  if (dev_run) highs.writeModel("");
  highs.run();
  if (dev_run) highs.writeSolution("", kSolutionStylePretty);
  double optimal_objective = info.objective_function_value;
  if (dev_run) printf("Objective = %g\n", optimal_objective);

  // mip_node_count is always int64_t, so the following should be an
  // error depending on whether HIGHSINT64 is set
  HighsInt mip_node_count_int;
  HighsStatus required_return_status = HighsStatus::kError;
#ifdef HIGHSINT64
  required_return_status = HighsStatus::kOk;
#endif
  REQUIRE(highs.getInfoValue("mip_node_count", mip_node_count_int) ==
          required_return_status);
  int64_t mip_node_count;
  REQUIRE(highs.getInfoValue("mip_gap", mip_node_count) == HighsStatus::kError);
  REQUIRE(highs.getInfoValue("mip_node_count", mip_node_count) ==
          HighsStatus::kOk);
  REQUIRE(mip_node_count == 1);

  highs.clearModel();
  if (!dev_run) highs.setOptionValue("output_flag", false);
  highs.readModel(filename);
  REQUIRE(highs.changeColsIntegrality(num_set_entries, set.data(),
                                      integrality.data()) == HighsStatus::kOk);
  if (dev_run) highs.writeModel("");
  highs.run();
  if (dev_run) highs.writeSolution("", kSolutionStylePretty);
  REQUIRE(info.objective_function_value == optimal_objective);

  integrality.assign(lp.num_col_, HighsVarType::kContinuous);
  for (HighsInt ix = 0; ix < num_set_entries; ix++) {
    HighsInt iCol = set[ix];
    integrality[iCol] = HighsVarType::kInteger;
  }

  highs.clearModel();
  if (!dev_run) highs.setOptionValue("output_flag", false);
  highs.readModel(filename);
  REQUIRE(highs.changeColsIntegrality(mask.data(), integrality.data()) ==
          HighsStatus::kOk);
  if (dev_run) highs.writeModel("");
  highs.run();
  if (dev_run) highs.writeSolution("", kSolutionStylePretty);
  if (dev_run) highs.writeSolution("", kSolutionStyleRaw);
  REQUIRE(info.objective_function_value == optimal_objective);

  REQUIRE(info.mip_node_count == 1);
  REQUIRE(fabs(info.mip_dual_bound + 6) < double_equal_tolerance);
  REQUIRE(std::fabs(info.mip_gap) < 1e-12);
}

TEST_CASE("MIP-clear-integrality", "[highs_test_mip_solver]") {
  SpecialLps special_lps;
  HighsLp lp;
  HighsModelStatus require_model_status;
  double optimal_objective;
  special_lps.distillationMip(lp, require_model_status, optimal_objective);
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.passModel(lp);
  REQUIRE(highs.getLp().integrality_.size() > 0);
  highs.clearIntegrality();
  REQUIRE(highs.getLp().integrality_.size() == 0);
}

TEST_CASE("MIP-nmck", "[highs_test_mip_solver]") {
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  HighsLp lp;
  lp.num_col_ = 3;
  lp.num_row_ = 2;
  lp.col_cost_ = {-3, -2, -1};
  lp.col_lower_ = {0, 0, 0};
  lp.col_upper_ = {inf, inf, 1};
  lp.row_lower_ = {-inf, 12};
  lp.row_upper_ = {7, 12};
  lp.a_matrix_.start_ = {0, 2, 4, 6};
  lp.a_matrix_.index_ = {0, 1, 0, 1, 0, 1};
  lp.a_matrix_.value_ = {1, 4, 1, 2, 1, 1};
  lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kContinuous,
                     HighsVarType::kInteger};
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  highs.setOptionValue("highs_debug_level", kHighsDebugLevelCheap);
  highs.setOptionValue("log_dev_level", 2);
  HighsStatus return_status = highs.run();
  REQUIRE(return_status == HighsStatus::kOk);
  if (dev_run) highs.writeInfo("");
  const HighsInfo& info = highs.getInfo();
  REQUIRE(info.num_primal_infeasibilities == 0);
  REQUIRE(info.max_primal_infeasibility == 0);
  REQUIRE(info.sum_primal_infeasibilities == 0);
}

TEST_CASE("MIP-maximize", "[highs_test_mip_solver]") {
  SpecialLps special_lps;
  HighsLp lp;
  HighsModelStatus require_model_status;
  double optimal_objective;
  special_lps.distillationMip(lp, require_model_status, optimal_objective);
  // Add an offset to make sure this is handled correctly
  double offset = -20;
  lp.offset_ = offset;
  optimal_objective += offset;
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  const HighsInfo& info = highs.getInfo();
  const HighsOptions& options = highs.getOptions();
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  REQUIRE(highs.run() == HighsStatus::kOk);
  REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
          double_equal_tolerance);
  REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
          options.mip_abs_gap);
  REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);

  // Turn the problem into a maximization
  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) lp.col_cost_[iCol] *= -1;
  lp.offset_ *= -1;
  optimal_objective *= -1;
  lp.sense_ = ObjSense::kMaximize;
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  REQUIRE(highs.run() == HighsStatus::kOk);
  REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
          double_equal_tolerance);
  REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
          options.mip_abs_gap);
  REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);

  highs.setOptionValue("solve_relaxation", true);
  optimal_objective = -11.2;
  REQUIRE(highs.run() == HighsStatus::kOk);
  REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
          double_equal_tolerance);
  highs.setOptionValue("solve_relaxation", false);

  // Now test with a larger problem
  const bool use_avgas = true;
  const std::string model = use_avgas ? "avgas" : "dcmulti";
  const std::string filename =
      std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
  highs.readModel(filename);
  optimal_objective = use_avgas ? -6.0 : 188182;
  offset = 0;  // 5;
  optimal_objective += offset;
  lp = highs.getLp();
  lp.offset_ = offset;
  // Turn the model into a maximization MIP
  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
    lp.col_cost_[iCol] *= -1;
    if (use_avgas) lp.integrality_.push_back(HighsVarType::kInteger);
  }
  lp.offset_ *= -1;
  optimal_objective *= -1;
  lp.sense_ = ObjSense::kMaximize;
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  highs.setOptionValue("presolve", kHighsOffString);
  highs.setOptionValue("mip_rel_gap", 0.0);

  REQUIRE(highs.run() == HighsStatus::kOk);
  if (dev_run) {
    printf("optimal_objective =             %11.4g\n", optimal_objective);
    printf("info.objective_function_value = %11.4g\n",
           info.objective_function_value);
    printf("info.mip_dual_bound =           %11.4g\n", info.mip_dual_bound);
    printf("info.mip_gap =                  %11.4g\n", info.mip_gap);
  }
  REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
          double_equal_tolerance);
  REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
          options.mip_abs_gap);
  REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);
}

TEST_CASE("MIP-unbounded", "[highs_test_mip_solver]") {
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  HighsLp lp;
  HighsStatus return_status;
  HighsModelStatus model_status;
  // One-variable unbounded MIP from SciPy HiGHS MIP wrapper #28
  lp.num_col_ = 1;
  lp.num_row_ = 0;
  lp.col_cost_ = {-1};
  lp.col_lower_ = {0};
  lp.col_upper_ = {inf};
  lp.integrality_ = {HighsVarType::kInteger};

  bool use_presolve = true;
  HighsModelStatus require_model_status;
  for (HighsInt k = 0; k < 2; k++) {
    if (use_presolve) {
      // With use_presolve = true, MIP solver returns
      // HighsModelStatus::kUnboundedOrInfeasible from presolve
      highs.setOptionValue("presolve", kHighsOnString);
      require_model_status = HighsModelStatus::kUnboundedOrInfeasible;
    } else {
      // With use_presolve = false, MIP solver returns
      // HighsModelStatus::kUnbounded
      highs.setOptionValue("presolve", kHighsOffString);
      require_model_status = HighsModelStatus::kUnbounded;
    }
    return_status = highs.passModel(lp);
    REQUIRE(return_status == HighsStatus::kOk);

    return_status = highs.run();
    REQUIRE(return_status == HighsStatus::kOk);

    model_status = highs.getModelStatus();
    REQUIRE(model_status == require_model_status);

    // Second time through loop is without presolve
    use_presolve = false;
  }
  // Two-variable problem that is also primal unbounded as an LP, but
  // primal infeasible as a MIP.
  //
  // min -x subject to x+2y>=1, x>=0; 1/4 <= y <= 3/4; y\in{0,1}
  //
  // First the LP - unbounded
  lp.clear();
  lp.num_col_ = 2;
  lp.num_row_ = 1;
  lp.col_cost_ = {-1, 0};
  lp.col_lower_ = {0, 0.25};
  lp.col_upper_ = {inf, 0.75};
  lp.row_lower_ = {1};
  lp.row_upper_ = {inf};
  lp.a_matrix_.start_ = {0, 2};
  lp.a_matrix_.index_ = {0, 1};
  lp.a_matrix_.value_ = {1, 2};
  lp.a_matrix_.format_ = MatrixFormat::kRowwise;

  use_presolve = true;
  for (HighsInt k = 0; k < 2; k++) {
    if (use_presolve) {
      // With use_presolve = true, LP solver returns
      // HighsModelStatus::kUnbounded because it solves the LP after
      // presolve has returned
      // HighsModelStatus::kUnboundedOrInfeasible
      highs.setOptionValue("presolve", kHighsOnString);
      require_model_status = HighsModelStatus::kUnbounded;
    } else {
      // With use_presolve = false, LP solver returns
      // HighsModelStatus::kUnbounded
      highs.setOptionValue("presolve", kHighsOffString);
      require_model_status = HighsModelStatus::kUnbounded;
    }

    return_status = highs.passModel(lp);
    REQUIRE(return_status == HighsStatus::kOk);

    return_status = highs.run();
    REQUIRE(return_status == HighsStatus::kOk);

    model_status = highs.getModelStatus();
    REQUIRE(model_status == require_model_status);

    // Second time through loop is without presolve
    use_presolve = false;
  }

  // Now as a MIP - infeasible
  lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kInteger};
  use_presolve = true;
  for (HighsInt k = 0; k < 2; k++) {
    if (use_presolve) {
      // With use_presolve = true, MIP solver returns
      // HighsModelStatus::kUnboundedOrInfeasible from presolve
      highs.setOptionValue("presolve", kHighsOnString);
      require_model_status = HighsModelStatus::kUnboundedOrInfeasible;
    } else {
      // With use_presolve = false, MIP solver returns
      // HighsModelStatus::kUnboundedOrInfeasible
      highs.setOptionValue("presolve", kHighsOffString);
      require_model_status = HighsModelStatus::kUnboundedOrInfeasible;
    }

    return_status = highs.passModel(lp);
    REQUIRE(return_status == HighsStatus::kOk);

    return_status = highs.run();
    REQUIRE(return_status == HighsStatus::kOk);

    model_status = highs.getModelStatus();
    REQUIRE(model_status == require_model_status);

    // Second time through loop is without presolve
    use_presolve = false;
  }
}

TEST_CASE("MIP-od", "[highs_test_mip_solver]") {
  Highs highs;
  if (!dev_run) highs.setOptionValue("output_flag", false);
  HighsLp lp;
  lp.num_col_ = 1;
  lp.num_row_ = 0;
  lp.col_cost_ = {-2};
  lp.col_lower_ = {-inf};
  lp.col_upper_ = {1.5};
  lp.integrality_ = {HighsVarType::kInteger};
  double required_objective_value = -2;
  double required_x0_value = 1;

  const HighsInfo& info = highs.getInfo();
  const HighsSolution& solution = highs.getSolution();

  HighsStatus return_status = highs.passModel(lp);
  REQUIRE(return_status == HighsStatus::kOk);

  if (dev_run) {
    printf("One variable unconstrained MIP: model\n");
    highs.writeModel("");
  }

  return_status = highs.run();
  REQUIRE(return_status == HighsStatus::kOk);

  const HighsInt style = kSolutionStylePretty;
  if (dev_run) {
    printf("One variable unconstrained MIP: solution\n");
    highs.writeSolution("", style);
  }

  HighsModelStatus model_status = highs.getModelStatus();

  REQUIRE(model_status == HighsModelStatus::kOptimal);
  REQUIRE(fabs(info.objective_function_value - required_objective_value) <
          double_equal_tolerance);
  REQUIRE(fabs(solution.col_value[0] - required_x0_value) <
          double_equal_tolerance);

  highs.changeColBounds(0, -2, 2);

  if (dev_run) {
    printf("After changing bounds: model\n");
    highs.writeModel("");
  }

  return_status = highs.run();
  REQUIRE(return_status == HighsStatus::kOk);

  model_status = highs.getModelStatus();

  if (dev_run) {
    printf("After changing bounds: solution\n");
    highs.writeSolution("", style);
  }

  required_objective_value = -4;
  required_x0_value = 2;
  REQUIRE(model_status == HighsModelStatus::kOptimal);
  REQUIRE(fabs(info.objective_function_value - required_objective_value) <
          double_equal_tolerance);
  REQUIRE(fabs(solution.col_value[0] - required_x0_value) <
          double_equal_tolerance);
}

TEST_CASE("MIP-infeasible-start", "[highs_test_mip_solver]") {
  HighsSolution sol;
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  const HighsModelStatus& model_status = highs.getModelStatus();
  HighsLp lp;
  lp.num_col_ = 2;
  lp.num_row_ = 2;
  lp.col_cost_ = {0, 0};
  lp.col_lower_ = {0, 0};
  lp.col_upper_ = {1.5, 1.5};
  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
  const double rhs = 4.0;
  const double delta = 0.99;
  lp.row_lower_ = {rhs - delta, rhs + delta};
  lp.row_upper_ = {rhs - delta, rhs + delta};
  lp.a_matrix_.start_ = {0, 2, 4};
  lp.a_matrix_.index_ = {0, 1, 0, 1};
  lp.a_matrix_.value_ = {1, 2, 2, 1};

  highs.passModel(lp);

  sol.col_value = {1, 1};
  highs.setSolution(sol);
  //  REQUIRE(highs.setOptionValue("presolve", kHighsOffString) ==
  //  HighsStatus::kOk);
  highs.run();
  REQUIRE(model_status == HighsModelStatus::kInfeasible);

  // Stefan's example
  std::string filename;
  filename = std::string(HIGHS_DIR) + "/check/instances/infeasible.mps";

  highs.readModel(filename);
  sol.col_value = {75, 0, 275, 300, 300, 0, 0, 0, 50, 0, 0,
                   1,  0, 1,   1,   1,   0, 0, 0, 1,  0, 0};
  highs.setSolution(sol);
  REQUIRE(highs.setOptionValue("presolve", kHighsOffString) ==
          HighsStatus::kOk);
  highs.run();
  REQUIRE(model_status == HighsModelStatus::kInfeasible);
}

TEST_CASE("get-integrality", "[highs_test_mip_solver]") {}

TEST_CASE("MIP-bounds", "[highs_test_mip_solver]") {
  // Introduced due to #1325 observing that LI and UI are needed
  HighsLp lp;
  lp.num_col_ = 6;
  lp.num_row_ = 3;
  lp.col_cost_ = {1, 1, 1, 2, 2, 2};
  lp.col_lower_ = {0, 0, 0, 0, 0, 0};
  lp.col_upper_ = {kHighsInf, kHighsInf, kHighsInf,
                   kHighsInf, kHighsInf, kHighsInf};
  lp.integrality_ = {HighsVarType::kInteger,    HighsVarType::kInteger,
                     HighsVarType::kInteger,    HighsVarType::kContinuous,
                     HighsVarType::kContinuous, HighsVarType::kContinuous};
  const double rhs = 10.99;
  lp.row_lower_ = {rhs, rhs, rhs};
  lp.row_upper_ = {kHighsInf, kHighsInf, kHighsInf};
  lp.a_matrix_.format_ = MatrixFormat::kColwise;
  lp.a_matrix_.num_col_ = lp.num_col_;
  lp.a_matrix_.num_row_ = lp.num_row_;
  lp.a_matrix_.start_ = {0, 1, 2, 3, 4, 5, 6};
  lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2};
  lp.a_matrix_.value_ = {1, 1, 1, 1, 1, 1};
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.passModel(lp);
  highs.run();
  const double obj0 = highs.getObjectiveValue();
  if (dev_run) printf("Optimum at first run: %g\n", obj0);
  // now write out to MPS and load again
  const std::string test_mps = "test.mps";
  highs.writeModel(test_mps);
  highs.readModel(test_mps);
  highs.run();
  const double obj1 = highs.getObjectiveValue();
  if (dev_run)
    printf("Optimum at second run (after writing and loading again): %g\n",
           obj1);
  REQUIRE(obj0 == obj1);
  std::remove(test_mps.c_str());
}

TEST_CASE("MIP-get-saved-solutions", "[highs_test_mip_solver]") {
  const std::string model = "flugpl";
  const std::string solution_file = "MipImproving.sol";
  const std::string model_file =
      std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.setOptionValue("presolve", kHighsOffString);
  highs.setOptionValue("mip_improving_solution_save", true);
  highs.setOptionValue("mip_improving_solution_report_sparse", true);
  highs.setOptionValue("mip_improving_solution_file", solution_file);
  highs.readModel(model_file);
  highs.run();
  const std::vector<HighsObjectiveSolution> saved_objective_and_solution =
      highs.getSavedMipSolutions();
  const HighsInt num_saved_solution = saved_objective_and_solution.size();
  REQUIRE(num_saved_solution == 3);
  const HighsInt last_saved_solution = num_saved_solution - 1;
  REQUIRE(saved_objective_and_solution[last_saved_solution].objective ==
          highs.getInfo().objective_function_value);
  for (HighsInt iCol = 0; iCol < highs.getLp().num_col_; iCol++)
    REQUIRE(saved_objective_and_solution[last_saved_solution].col_value[iCol] ==
            highs.getSolution().col_value[iCol]);
  std::remove(solution_file.c_str());
}

TEST_CASE("MIP-objective-target", "[highs_test_mip_solver]") {
  const double egout_optimal_objective = 568.1007;
  const double egout_objective_target = 610;
  std::string filename = std::string(HIGHS_DIR) + "/check/instances/egout.mps";
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.setOptionValue("presolve", kHighsOffString);
  highs.setOptionValue("objective_target", egout_objective_target);
  highs.readModel(filename);
  highs.run();
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kObjectiveTarget);
  REQUIRE(highs.getInfo().objective_function_value > egout_optimal_objective);
}

TEST_CASE("MIP-max-offset-test", "[highs_test_mip_solver]") {
  std::string filename = std::string(HIGHS_DIR) + "/check/instances/egout.mps";
  const double offset = 100;
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.readModel(filename);
  highs.run();
  const double og_optimal_objective = highs.getInfo().objective_function_value;
  HighsLp lp = highs.getLp();
  lp.offset_ = offset;
  highs.passModel(lp);
  highs.run();
  const double offset_optimal_objective =
      highs.getInfo().objective_function_value;
  REQUIRE(objectiveOk(offset + og_optimal_objective, offset_optimal_objective,
                      dev_run));

  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) lp.col_cost_[iCol] *= -1;
  lp.offset_ *= -1;
  lp.sense_ = ObjSense::kMaximize;
  highs.passModel(lp);
  highs.run();
  const double max_offset_optimal_objective =
      highs.getInfo().objective_function_value;
  REQUIRE(objectiveOk(max_offset_optimal_objective, -offset_optimal_objective,
                      dev_run));
}

TEST_CASE("MIP-get-saved-solutions-presolve", "[highs_test_mip_solver]") {
  const std::string solution_file = "MipImproving.sol";
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  highs.setOptionValue("mip_improving_solution_save", true);
  highs.setOptionValue("mip_improving_solution_report_sparse", true);
  highs.setOptionValue("mip_improving_solution_file", solution_file);
  // #1724: Add row to the example so that solution is non-zero
  HighsLp lp;
  lp.num_col_ = 2;
  lp.num_row_ = 1;
  lp.col_cost_ = {1, 1};
  lp.col_lower_ = {0, 0};
  lp.col_upper_ = {1, 1};
  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
  lp.row_lower_ = {1};
  lp.row_upper_ = {kHighsInf};
  lp.a_matrix_.num_col_ = 2;
  lp.a_matrix_.num_row_ = 1;
  lp.a_matrix_.start_ = {0, 1, 1};
  lp.a_matrix_.index_ = {0};
  lp.a_matrix_.value_ = {1};
  highs.passModel(lp);
  highs.run();
  const std::vector<HighsObjectiveSolution> saved_objective_and_solution =
      highs.getSavedMipSolutions();
  const HighsInt num_saved_solution = saved_objective_and_solution.size();
  REQUIRE(num_saved_solution == 1);
  const HighsInt last_saved_solution = num_saved_solution - 1;
  REQUIRE(saved_objective_and_solution[last_saved_solution].objective ==
          highs.getInfo().objective_function_value);
  for (HighsInt iCol = 0; iCol < highs.getLp().num_col_; iCol++)
    REQUIRE(saved_objective_and_solution[last_saved_solution].col_value[iCol] ==
            highs.getSolution().col_value[iCol]);
  std::remove(solution_file.c_str());
}

TEST_CASE("IP-infeasible-unbounded", "[highs_test_mip_solver]") {
  Highs highs;
  highs.setOptionValue("output_flag", dev_run);
  double delta = 0.2;
  HighsLp lp;
  lp.num_col_ = 2;
  lp.num_row_ = 0;
  lp.col_cost_ = {-1, 0};
  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
  highs.setOptionValue("presolve", kHighsOffString);
  for (HighsInt k = 0; k < 2; k++) {
    for (HighsInt l = 0; l < 2; l++) {
      if (l == 0) {
        // Infeasible
        lp.col_lower_ = {0, delta};
        lp.col_upper_ = {kHighsInf, 1 - delta};
      } else {
        // Unbounded
        lp.col_lower_ = {0, -delta};
        lp.col_upper_ = {kHighsInf, 1 + delta};
      }
      // Solve
      highs.passModel(lp);
      highs.run();
      HighsModelStatus required_model_status;
      if (k == 0) {
	// Presolve off
        if (l == 0) {
	  // MIP solver proves infeasiblilty
          required_model_status = HighsModelStatus::kInfeasible;
        } else {
	  // Relaxation is unbounded, but origin is feasible
          required_model_status = HighsModelStatus::kUnbounded;
        }
      } else {
	// Presolve on, and identifies primal infeasible or unbounded
        required_model_status = HighsModelStatus::kUnboundedOrInfeasible;
      }
      REQUIRE(highs.getModelStatus() == required_model_status);
    }
    highs.setOptionValue("presolve", kHighsOnString);
  }
}

TEST_CASE("IP-with-fract-bounds-no-presolve", "[highs_test_mip_solver]") {
  Highs highs;
  // No presolve
  highs.setOptionValue("output_flag", dev_run);
  highs.setOptionValue("presolve", "off");

  // IP without constraints and fractional bounds on variables
  HighsLp lp;
  lp.num_col_ = 3;
  lp.num_row_ = 0;
  lp.col_cost_ = {1, -2, 3};
  lp.col_lower_ = {2.5, 2.5, 2.5};
  lp.col_upper_ = {6.5, 5.5, 7.5};
  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger,
                     HighsVarType::kInteger};

  // Solve
  highs.passModel(lp);
  highs.run();

  // Check status and optimal objective value
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
  REQUIRE(objectiveOk(highs.getInfo().objective_function_value, 2.0, dev_run));

  // Fix an integer variable to a fractional value
  lp.col_upper_[0] = 2.5;

  // Solve again
  highs.passModel(lp);
  highs.run();

  // Infeasible
  REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
}

bool objectiveOk(const double optimal_objective,
                 const double require_optimal_objective, const bool dev_run) {
  double error = std::fabs(optimal_objective - require_optimal_objective) /
                 std::max(1.0, std::fabs(require_optimal_objective));
  bool error_ok = error < 1e-10;
  if (!error_ok && dev_run)
    printf("Objective is %g but require %g (error %g)\n", optimal_objective,
           require_optimal_objective, error);
  return error_ok;
}

void solve(Highs& highs, std::string presolve,
           const HighsModelStatus require_model_status,
           const double require_optimal_objective,
           const double require_iteration_count) {
  if (!dev_run) highs.setOptionValue("output_flag", false);
  const HighsInfo& info = highs.getInfo();
  REQUIRE(highs.setOptionValue("presolve", presolve) == HighsStatus::kOk);

  REQUIRE(highs.setBasis() == HighsStatus::kOk);

  REQUIRE(highs.run() == HighsStatus::kOk);

  REQUIRE(highs.getModelStatus() == require_model_status);

  if (require_model_status == HighsModelStatus::kOptimal) {
    REQUIRE(objectiveOk(info.objective_function_value,
                        require_optimal_objective, dev_run));
  }
  REQUIRE(highs.resetOptions() == HighsStatus::kOk);
}

void distillationMIP(Highs& highs) {
  SpecialLps special_lps;
  HighsLp lp;
  HighsModelStatus require_model_status;
  double optimal_objective;
  special_lps.distillationMip(lp, require_model_status, optimal_objective);
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  // Presolve doesn't reduce the LP
  solve(highs, "on", require_model_status, optimal_objective);
}

void rowlessMIP(Highs& highs) {
  HighsLp lp;
  HighsModelStatus require_model_status;
  double optimal_objective;
  lp.num_col_ = 2;
  lp.num_row_ = 0;
  lp.col_cost_ = {1, -1};
  lp.col_lower_ = {0, 0};
  lp.col_upper_ = {1, 1};
  lp.a_matrix_.start_ = {0, 0, 0};
  lp.a_matrix_.format_ = MatrixFormat::kColwise;
  lp.sense_ = ObjSense::kMinimize;
  lp.offset_ = 0;
  lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
  require_model_status = HighsModelStatus::kOptimal;
  optimal_objective = -1.0;
  REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
  // Presolve reduces the LP to empty
  solve(highs, "on", require_model_status, optimal_objective);
  solve(highs, "off", require_model_status, optimal_objective);
}