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CBC.solve_via_data: Work around broken CyLP infeasibility detection #1703

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CBC.solve_via_data: Work around broken CyLP infeasibility detection #1703

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10 changes: 10 additions & 0 deletions cvxpy/reductions/solvers/conic_solvers/cbc_conif.py
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Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,7 @@ class CBC(ConicSolver):

# Map of CBC status to CVXPY status.
STATUS_MAP_MIP = {'solution': s.OPTIMAL,
'proven infeasible': s.INFEASIBLE,
'relaxation infeasible': s.INFEASIBLE,
'stopped on user event': s.SOLVER_ERROR,
'stopped on nodes': s.OPTIMAL_INACCURATE,
Expand Down Expand Up @@ -173,6 +174,15 @@ def solve_via_data(self, data, warm_start: bool, verbose: bool, solver_opts, sol
# using cbc's binary.
cbcModel.solve()
status = cbcModel.status
if status == 'solution':
# integer infeasibility detection is broken since at least 2019
# in CyLP - it fails to check CbcModel::status and
# does not even provide wrappers for methods such as
# isProvenInfeasible.
# https://github.com/coin-or/CyLP/issues/81
# Workaround using solutionCount
if cbcModel.solutionCount == 0:
status = 'proven infeasible'
else:
# cylp: /cylp/cy/CyClpSimplex.pyx
# Run CLP's initialSolve. It does a presolve and uses primal or dual
Expand Down