> One of the exit codes for lpx_integer(LPX*) is
> LPX_E_FAULT.
>
> The manual (p51) lists one cause for this as being
> "some integer variable has non-integer lower or upper
> bound".
>
> I would like to test for this defect prior to calling
> the solver. And wish to know what threshold is used
> to determine a "non-integer". For instance, on my
> current platform, the following test would accept
> 2.0 + 1.0e-016 and reject 2.0 + 1.0e-015.
>
> double ub = lpx_get_col_ub(lpxObject, col);
> if (ub == double(int(ub))) {} // okay
> else // complain
>
> What tolerance does GLPK use? I suspect it might be
> something more like 1.0e-008?
Bounds of variables marked as integer must be exact integer numbers
with no tolerance, i.e. the condition bnd == floor(bnd) must be
satisfied, where bnd is a lower/upper bound.
However, to check if a node solution is integer feasible, other
criterion is used, namely, the current value of a variable is
considered as integral, if it differs from the nearest integer at most
by 1e-6 (this is *absolute* tolerance used by default).
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