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Infeasible model becomes feasible when a constraint is added

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  • 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?.
  • Eli Towle
    Gurobi Staff Gurobi Staff

    Hi Sami,

    Can you post a minimal working example of the code that reproduces this behavior? Also, which version of Gurobi are you using?

    Thanks,

    Eli

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  • Sami Ozarik
    Gurobi-versary
    First Comment
    First Question

    Dear Eli,

    I am using Gurobi 9.0.1

    I think I found the problem. Most probably, it is caused by a small violation of a constraint in some cases.  

    Solution quality statistics for model netflow :
    Maximum violation:
    Bound : 0.00000000e+00
    Constraint : 1.00000000e-11 (time bucket assignment 3)
    Integrality : 0.00000000e+00
    Optimization Status: 2

    Without the additional constaints, the model is infeasible but when 'force2' is added in the model as in the previous example it becomes feasible with the violation of some other constraint ('time bucket assignment 3').  I guess the solution for me is to tighten primal, dual, and integrality tolerances. When I do that, the model becomes totally infeasible regardless of the additional constraints. Maybe you can confirm that this may be the explanation of such behavior. 

    Thanks for your help. 

    Kind regards,

    Sami

     
    0
  • Yuriy Zinchenko
    Gurobi Staff Gurobi Staff

    Yes, when the model is not well-posed from a numerical stand-point, this is not unexpected.

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