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Multi-scenario returns infinity objective value for some feasible scenarios

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3 comments

  • Official comment
    Simranjit Kaur
    Gurobi Staff Gurobi Staff
    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?.
  • Tobias Achterberg
    Gurobi Staff Gurobi Staff

    Your expectations are correct. An overall model status of OPTIMAL means that there was at least one feasible scenario, but there can also be infeasible scenarios. Whether a particular scenario is feasible or infeasible can be seen by looking at ScenNObjVal and ScenNObjBound.

    What you describe seems to indicate that there might be a bug in our code. But in order to find out, I would need to investigate what is going on. Can you share your model (preferably in *.mps file format)? Please send it to achterberg (at) gurobi (dot) com. Can you reproduce the wrong behavior using the command line tool gurobi_cl applied to your *.mps file?

    Thanks,

    Tobias

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  • Tobias Achterberg
    Gurobi Staff Gurobi Staff

    I finally found the cause of the issue. It actually has nothing to do with the MIP scenario analysis feature. It is a bug in handling SOS constraints with continuous variables inside the symmetry detection code.

    The bug will be fixed in the upcoming Gurobi 9.0.3 fixpack release.

    Thanks again for sending the model and pointing out the issue.


    Best regards,

    Tobias

    0

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