how to get FarkasDual in matlab

Answered

Dai xiaoyu

March 01, 2024 11:24

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I am writing the benders decomposition algorithm in Matlab, I had made 'params.InfUnbdInfo = 1' ,  but I found that when 'result. status=INFEASIBILE' , the fields farkasdual doesn't be presented

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:29

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  Riley Clement

  • Gurobi Staff

  March 04, 2024 03:08 Edited

  Hi Dai xiaoyu,

  The farkas dual is associated with infeasible LPs.  If you relax the variables to be continuous then you should be able to retrieve the farkas dual, assuming the LP relaxation is still infeasible.

  If the LP relaxation is not infeasible then the farkas dual does not exist, and you should try another method of understanding the MIP infeasibility.

  See How do I determine why my model is infeasible? 

  - Riley

   

   

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