Same optimization problem can be solved in MATLAB, but not in C#

Ongoing

Jianing Ding

November 03, 2023 03:54 Edited

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I am transferring a mixed integer optimization program from MATLAB to C#, the MATLAB code is written as:

and the C# version:

With the same input parameters, this function can be successfully solved in MATLAB, but can't be dealt in C#. I've checked my code and there seems nothing wrong. What difference causes this?

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• .NET
• MATLAB

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:35

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Michel Soares

  October 27, 2023 13:09

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  Hi Jianing Ding,

  I would recommend you export a LP file in both codes and compare them, it might show you differences in the model (C#, MATLAB).

  I am not sure by what you mean with "can't be dealt in C#". Does the code not run at all? Is the model infeasible? What happens?

   

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  Gwyneth Butera

  • Gurobi Staff

  October 27, 2023 14:06

  Can you check the bounds of the variables? I believe CVX does not use a lower bound of 0 while Gurobi does.

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  Jianing Ding

  October 28, 2023 07:12 Edited

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  Hi Michel,

  Thanks a lot for you suggestion. But since I'm using both Gurobi and CVX in MATLAB, it seems that I can't export the LP file directly. Can you give me some advice?

  The C# function can run, but when using "model.Optimize()", it becomes infeasible, i.e., the model.Status equals to 4.

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  Jianing Ding

  October 28, 2023 04:18

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  Hi Gwyneth,

  Thank you very much and you're right, Gurobi has a default lower bound of 0, and my constraints will result in negative values of variable u.
  I set the bounds of variable u to -GRB.INFINITY and GRB.INFINITY, the model.Status is still 4. Then I change this to -1000 and 1000, meanwhile I set the bounds of variable alpha(it's binary) to 0 and 1, model.Status becomes 3. Is there any other reason? 

  And I wonder why I need to set the bounds of binary variables, model.Status=4 without this additional constraint.

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