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rare bug with tiny elements
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src/CglRedSplit2/CglRedSplit2.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1532,10 +1532,10 @@ int CglRedSplit2::generate_packed_row(const double *lclXlp,
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}
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} else {
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if (value > 0.0) {
1535-
rhs -= value * colLower[i];
1535+
rhs -= value * std::max(colLower[i],-1.0e20);
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}
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else {
1538-
rhs -= value * colUpper[i];
1538+
rhs -= value * std::min(colUpper[i],1.0e20);
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}
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}
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}

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