• Gurobi Staff

Hi James,

Some variables are not defined (sigT, B, and F), so it's hard to see why the model would be infeasible and your code is also not reproducible.

I recommend you write out the generated model as LP file and check whether it is actually what you intended to model:

m.write('model.lp')

Cheers,
Matthias

Thanks Matthias for the advice re. m.write()

I am looking into it now!

James

In addition to that, the warning

Warning for adding constraints: zero or small (< 1e-13) coefficients, ignored

indicates that you might have run into numerical trouble when creating the model.

Maybe, you can scale your coefficients to some reasonable range. If not, it might become hard to solve your problem using a floating point solver like Gurobi.

Hi Thomas,

'might have run into numerical trouble when creating the model.'

Yes I believe it was this, an error in B somewhere. Have managed to solve this now, thanks!

James