Fix PrimalStatus when multiple solutions are available in DUAL_INFEASIBLE (#623)

Author: odow

src/MOI_wrapper/MOI_wrapper.jl

@@ -2923,12 +2923,8 @@ function MOI.get(model::Optimizer, attr::MOI.PrimalStatus)
     _throw_if_optimize_in_progress(model, attr)
     term = MOI.get(model, MOI.TerminationStatus())
     if term == MOI.DUAL_INFEASIBLE || term == MOI.INFEASIBLE_OR_UNBOUNDED
-        if attr.result_index != 1
-            return MOI.NO_SOLUTION
-        elseif _has_primal_ray(model)
+        if attr.result_index == 1 && _has_primal_ray(model)
             return MOI.INFEASIBILITY_CERTIFICATE
-        else
-            return MOI.NO_SOLUTION
         end
     end
     # Check SolCount explicitly instead of ResultCount to avoid returning 1 when

test/MOI/MOI_wrapper.jl

@@ -1599,6 +1599,25 @@ function test_precompile()
     return
 end
 
+function test_multiple_solutions_when_dual_infeasible()
+    if Gurobi._GUROBI_VERSION < v"11"
+        return
+    end
+    model = Gurobi.Optimizer(GRB_ENV)
+    MOI.set(model, MOI.Silent(), true)
+    x, _ = MOI.add_constrained_variable(model, MOI.Interval(0.0, 1.0))
+    y = MOI.add_variable(model)
+    MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
+    f = 0.25 * y * y - 1.0 * x * y - 1.0 * y + 1.0
+    MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
+    MOI.optimize!(model)
+    @test MOI.get(model, MOI.TerminationStatus()) == MOI.DUAL_INFEASIBLE
+    for i in MOI.get(model, MOI.ResultCount())
+        @test MOI.get(model, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
+    end
+    return
+end
+
 end  # TestMOIWrapper
 
 TestMOIWrapper.runtests()