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Setting primal_feasibility_tolerance for pulp.HiGHS solving #882

@HarrisonWilde

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@HarrisonWilde

What is your question

I am solving a problem via pulp.HiGHS but consistently get a "sub-optimal" solution with the following errors:

ERROR:   MIP solver claims optimality, but with num/max/sum primal(1/2.38419e-06/2.38419e-06) infeasibilities
ERROR:   Setting model status to Solve error

It is only ever a super tiny violation which presumably is some mathematical artefact (I hope?) and so I would rather not false-trigger the switch of model status as I am running a huge grid and programmatically interface with summaries of the results. I tried setting primal_feasibility_tolerance in many ways (found in HiGHS API) but cannot seem to get it to stick; solverParams from the pulp docs doesn't appear to do anything and in fact causes an error if I pass a dict into it.

Any help would be appreciated, might be that I am missing some docs somewhere!

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