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Seeking Advice on Handling Infeasibility Issues in Gurobi MINLP Solver for Bilinear Problems

Awaiting user input

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2 comments

  • Samira Fallah
    Gurobi-versary
    Conversationalist
    First Question

    I want to add that I have a bilinear term, and one of the terms does not have any bounds in theory. To address this, we set the bound to -10^{20}, which introduces a numerical error.

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Samira,

    Specifically, due to numerical errors, the solver sometimes returns an infeasible solution instead of an optimal or feasible one.

    Could you please share more details on this behavior? In particular, could you please share the log and possibly share one such model and explain in detail what is happening and what you expect to happen? Note that uploading files in the Community Forum is not possible but we discuss an alternative in Posting to the Community Forum.

    I want to add that I have a bilinear term, and one of the terms does not have any bounds in theory. To address this, we set the bound to -10^{20}, which introduces a numerical error.

    Please note that introducing such large bounds is often worse than not introducing any. If you would like to provide finite bounds, they should not be larger than +-1e9. In best case they should be +-1e6.

    Best regards, 
    Jaromił

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