Is there possibility that numerical trouble caused by empty feasible set.

Answered

Yanxin Shen

April 13, 2024 03:42

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I'm using Gurobi to solve a convex optimization problem, but the final result shows 'numerical trouble encountered'. Is there any possibility that the numerical trouble could be caused by the feasible set being empty?

Related to

• Infeasible
• Numerics

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  Mario Ruthmair

  • Gurobi Staff

  April 15, 2024 08:52

  Hi Yanxin Shen,

  Numerical troubles can originate from numerical instabilities in the model structure. Here are some guidelines in this respect.

  If the model is at the border of (in)feasibility, then numerical issues might arise. You could try the following parameters:

  • NumericFocus=1, 2, 3
  • FeasibilityTol=1e-7, 1e-8, 1e-9
  • Aggregate=0
  • AggFill=0
  • If you are using barrier to solve the problem, you can try BarHomogeneous=1

  Best regards,
  Mario

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