Non-convex problem with bilinear objective - unbounded

Awaiting user input

Seyedkianoush Mousavichashmi

• November 29, 2023 09:19

Hi,

I am solving a non-convex problem with bilinear objective via Gurobi. I can solve the problem analytically to optimality and I am aware of the optimal solution. When I use Gurobi (with presolve on), the model is declared unbounded while the incumbent solution is actually the optimal objective value (the provided variables solutions are not optimal). Here is screenshot:

When I turn off the presolve, Gurobi runs for a long time without stopping after an hour (with presolve on, solution time is few minutes).

Do you have any suggestions how can I make sure Gurobi unbounded result is reliable?

Thank you

Related to

• Unbounded
• Bilinear
• Nonconvex

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• 

  David Torres Sanchez

  Gurobi Staff

  • December 04, 2023 11:31

  Hi,

  Is this log for Gurobi v11.0?
  If not, then could you please try it with that version?

  Cheers, 
  David

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