From adf14391b15849144410728ad4ed2a69fce57243 Mon Sep 17 00:00:00 2001
From: odow <o.dowson@gmail.com>
Date: Mon, 23 Sep 2024 11:03:39 +1200
Subject: [PATCH 1/2] Fix ObjectiveBound and RelativeGap for LP models

---
 src/MOI_wrapper.jl | 17 ++++++++++-------
 1 file changed, 10 insertions(+), 7 deletions(-)

diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
index b2fad53..58894f6 100644
--- a/src/MOI_wrapper.jl
+++ b/src/MOI_wrapper.jl
@@ -2103,14 +2103,12 @@ function _dual_objective_contribution(l, x, u, d)
 end
 
 function MOI.get(model::Optimizer, ::MOI.ObjectiveBound)
-    # TODO(odow): there is a bug in HiGHS where it reports incorrect values for
-    # mip_dual_bound in the LP case. As a work-around, just return the most
-    # optimistic of the primal and dual values.
+    if model.solution.dual_solution_status != kHighsSolutionStatusNone
+        return MOI.get(model, MOI.DualObjectiveValue())
+    end
     p = Ref{Cdouble}()
     Highs_getDoubleInfoValue(model, "mip_dual_bound", p)
-    sense = _sense_corrector(model)
-    primal = Highs_getObjectiveValue(model)
-    return sense == -1 ? max(primal, -p[]) : min(primal, p[])
+    return p[]
 end
 
 function MOI.get(model::Optimizer, ::MOI.SolveTimeSec)
@@ -2118,7 +2116,12 @@ function MOI.get(model::Optimizer, ::MOI.SolveTimeSec)
 end
 
 function MOI.get(model::Optimizer, ::MOI.RelativeGap)
-    p = Ref{Cdouble}(0)
+    if model.solution.dual_solution_status != kHighsSolutionStatusNone
+        primal = MOI.get(model, MOI.ObjectiveValue())
+        dual = MOI.get(model, MOI.DualObjectiveValue())
+        return abs(primal - dual) / max(1, abs(primal))
+    end
+    p = Ref{Cdouble}(0.0)
     ret = Highs_getDoubleInfoValue(model, "mip_gap", p)
     _check_ret(ret)
     return p[]

From 3fdb5fdcce68733c3a1312663bb23b4b737d61c8 Mon Sep 17 00:00:00 2001
From: odow <o.dowson@gmail.com>
Date: Tue, 24 Sep 2024 09:50:26 +1200
Subject: [PATCH 2/2] Add test

---
 test/MOI_wrapper.jl | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
index 73dbea4..23d93fe 100644
--- a/test/MOI_wrapper.jl
+++ b/test/MOI_wrapper.jl
@@ -930,6 +930,25 @@ function test_DualObjectiveValue_int()
     return
 end
 
+function test_continuous_objective_bound()
+    model = HiGHS.Optimizer()
+    MOI.set(model, MOI.Silent(), true)
+    MOI.set(model, MOI.RawOptimizerAttribute("solver"), "ipm")
+    MOI.set(model, MOI.RawOptimizerAttribute("run_crossover"), "off")
+    MOI.set(model, MOI.RawOptimizerAttribute("presolve"), "off")
+    x = MOI.add_variables(model, 3)
+    c = MOI.add_constraint.(model, 1.0 .* x, MOI.EqualTo.(1.0:3.0))
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
+    f = 1.0 * x[1] + x[2] + x[3]
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    primal = MOI.get(model, MOI.ObjectiveValue())
+    dual = MOI.get(model, MOI.DualObjectiveValue())
+    @test MOI.get(model, MOI.ObjectiveBound()) == dual
+    @test 0 < MOI.get(model, MOI.RelativeGap()) <= 1e-6
+    return
+end
+
 end  # module
 
 TestMOIHighs.runtests()