FarkasDual and Barrier method

Answered

Dong Han

• March 18, 2024 23:12

Hello team,

I am trying to use barrier method to solve a LP model. In some cases, my model will be infeasible and I would like to get the FarkasDual. The thing is I cannot access the FarkasDual since there is always an error code 10005. But I am able to obtain FarkasDual when using simplex method. I am wondering if  there is something wrong with my code or gurobi would not provide FarkasDual when using barrier method(which seems inconsistent with user manual.)

Thank you very much.

Related to

• Barrier

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• 

  Riley Clement

  Gurobi Staff

  • March 18, 2024 23:34

  Hi Dong Han,

  In order to provide a Farkas dual there needs to be a basis.  When wanting the Farkas dual users need to set InfUnbdInfo=1 which:

  Determines whether simplex (and crossover) will compute additional information when a model is determined to be infeasible or unbounded

  Perhaps this would be better phrased as

  Determines whether additional information is computed when a simplex basis is available (from simplex or crossover)

  Farkas duals can sometimes be obtained with barrier, but if your model is being declared infeasible mid-barrier then there will be no basis, and a Farkas dual will not be available.

  Currently there is no workaround for this, so either primal or dual simplex will be needed in your case.

  - Riley

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  Dong Han

  • March 18, 2024 23:49

  

  

  

  Hi Riley,

  Thank you very much for your quick reply. It helps a lot !

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