Unbounded MILP

Answered

Efthymia Kostopoulou

• September 20, 2024 01:12

Hi all,

I have a MILP that is unbounded.

Since the attributes InfUnbdInfo, UnbdRay can be used to examine unboundedness only in continuous linear problems with no integer variables, I would like to ask if you have any suggestions on how to figure out why a MILP is unbounded. 

Thank you.

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• 

  Simranjit Kaur

  Gurobi Staff

  • September 20, 2024 01:46

  Hi,

  You are correct - unbounded rays are only supported for continuous linear models with no integer variables. For unbounded IP/MIP models, you can relax the integrality conditions in your model (for example, by using model.relax()) and query the unbounded ray for this relaxed model. This may give you insight into why your MILP is also unbounded. 

  Hope this helps.

  Cheers,
  Simran

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  Efthymia Kostopoulou

  • September 20, 2024 02:44

  

  

  

  Thank you Simranjit. However, the LP relaxation is feasible for my problem. 

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  Simranjit Kaur

  Gurobi Staff

  • September 20, 2024 03:00
  • Edited

  Can you please query the status of the relaxed model after it is solved and share the result?

  relaxed_model = model.relax()
  relaxed_model.optimize()
  print( "Satus", relaxed_model.Status)

  Also please share the status of your MILP model after it is solved.

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  Efthymia Kostopoulou

  • September 20, 2024 03:06

  

  

  

  LP relaxation: Status: 2

  MILP problem: Status: 4

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  Simranjit Kaur

  Gurobi Staff

  • September 20, 2024 03:17
  • Edited

  Thanks, Efthymia, for sharing the status codes.

  As described in our Optimization Status Codes description, a status code of 4 means that the model can either be unbounded or infeasible. Since the LP relaxation of your model is feasible (and not unbounded), your MILP model is most likely to be infeasible. To verify this, please solve your MILP model after setting the DualReductions parameter to 0. For more information on this status, please see How do I resolve the error "Model is infeasible or unbounded"? 

  If your MILP model is infeasible, you can follow the Knowledge Base article How do I determine why my model is infeasible? to determine the cause of the infeasibility.

  Hope this helps.

  Best regards,
  Simran

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  Efthymia Kostopoulou

  • September 20, 2024 03:31

  

  

  

  Thank you for your help Simran.

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