Add spot checks for solutions to detect numerical instability #70
Description
The following model (due to Fedor Nazarov) generates a nonsensical solution. The app should raise an error with the message that the solver had numerical stability problems.
param n:=25;
param x{i in 0..n}:=if i=0 then -2 else x[i-1]+5/n;
var a0>=-1;
var a1>=-1;
var a2>=-1;
var opt;
s.t. san1: a0<=1;
s.t. san2: a1<=1;
s.t. san3: a2<=1;
s.t. ver: opt=a0+a2;
s.t. dom{i in 0..n} : a0+x[i]*a1+x[i]^2*a2<=0;
maximize obj: opt;
solve;
end;