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When we have a ranged row of the form

l_i <= a_i^T x <= u_i

we convert it to an equality constraint for dual simplex by adding a slack s_i

a_i^T x - s_i = 0, l_i <= s_i <= u_i

We were also adding an additional slack variable for every equality constraint to ensure A was full row rank and we had a slack basis. For ranged rows this was leading to

a_i^T x - s_i + s_k = 0, l_i <= s_i <= u_i, 0 <= s_k <= 0.

This PR makes it so we no longer add s_k to rows that came from ranged rows.

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@chris-maes chris-maes added non-breaking Introduces a non-breaking change improvement Improves an existing functionality labels Jun 12, 2025
@anandhkb anandhkb added this to the 25.08 milestone Jul 1, 2025
@anandhkb anandhkb modified the milestones: 25.08, 25.10 Aug 8, 2025
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rg20 commented Sep 17, 2025

@chris-maes should this be merged?

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This PR is NOT mandatory for 25.10 based on the Engine Lead's advise. We will still keep this marked for 25.10 aspirationally.

@anandhkb anandhkb modified the milestones: 25.10, 25.12 Sep 30, 2025
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4 participants