Comments (2)
That problem is actually both primal and dual infeasible, and as such strong duality doesn't hold. SCS finds a certificate for both infeasibilties, but it happens to check for dual infeasibiity first. I will change the order of which infeasibility we check for first, but for edge cases like this it could happen that it finds one before the other anyway, leading to confusion. I could change the terminology from 'unbounded' to 'dual infeasible', because in this case the two are not the same (but when strong duality holds they are), but I'm not sure it's worth it because, as I said, this is such an edge case.
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Actually reversing the order we check for infeasibilities doesn't help in this case, as it still finds the dual infeasibility first to the tolerances we specify (I guess it's somewhat random which one it gets to first).
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Related Issues (20)
- Is there an option to turn off these print statements? HOT 2
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from scs.