Gurobi solver halt the program when the optimization problem is infeasible

Answered

Guang Yang

• May 17, 2019 02:48

Hello,

 

I am solving a Quadratic Program problem with Gurobi solver within a while loop. Because some parameters within my constraint are random variables (served as exploration purposes for my algorithm), the QP will frequently becomes infeasible and thus stops the while loop. Is there a way for me to let Gurobi continue the program when the QP is infeasible (maybe just return "infeasible" as a string, instead of halt the entire program)? 

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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:58

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Jakob Schelbert

  • May 21, 2019 13:58

  

  

  Hi,

  you should probably check the status of the model whether gurobi determined it being infeasible and catch that situation by doing something else compared to the normal case where the model is solved.

  See http://www.gurobi.com/documentation/8.1/refman/optimization_status_codes.html#sec:StatusCodes for the different states a model can have after solving is stopped.

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