I'm trying to debug some very strange behavior on a model with thousands of scenarios (each scenario corresponds to a subproblem in a Dantzig-Wolfe-like decomposition). All scenarios are minimizations, and should be feasible with finite optimum.
The overall model's status after optimizing is GRB.OPTIMAL, but for many (maybe all) of the scenarios, ScenNObjVal and ScenNObjBound are inf. Based on example code (e.g. https://www.gurobi.com/documentation/9.0/examples/sensitivity_py.html#subsubsection:sensitivity.py) this seems to indicate that the scenario is infeasible.
However, if I extract the scenario with singleScenarioModel and optimize that, the model is feasible and has a finite optimum just like I would expect.
Please sign in to leave a comment.