I have just run a very simple example (HS21) and while the objective function value is accurate, the (x,y) solution is completely wrong. If I turn off scaling, I get the right answer, and when I print the scaling values in the scaled case, they are 1/the wrong answers. Moreover, in the unscale_data() function, I see no attempt to undo the scalings for variables and multipliers, only to do so for the problem data (A, Q, q, bmin/bmax). Is this a bug?
I have just run a very simple example (HS21) and while the objective function value is accurate, the (x,y) solution is completely wrong. If I turn off scaling, I get the right answer, and when I print the scaling values in the scaled case, they are 1/the wrong answers. Moreover, in the unscale_data() function, I see no attempt to undo the scalings for variables and multipliers, only to do so for the problem data (A, Q, q, bmin/bmax). Is this a bug?