How can this trial LP be infeasible?
AnsweredHere is a trivial LP:
Minimize multiobjectives
OBJ0: Priority=3 Weight=1 AbsTol=0 RelTol=0
GOAL
Subject To
GOAL = 10

Model is infeasible

I guess the problem is that lower bounds of variables are 0 if not specified otherwise.
0 
Thank you! You are right about the source of the problem. To fix the problem, I first added
Bounds
GOAL <= 0
But it won't work. So I added
1000000000000000 <= GOAL <= 100000000000000
It works! My suggestion is to always add, by default, a large range for every variable, even if the variable is already given a fixed value.
0 
Something like
inf <= GOAL <= inf
should be the correct way to do this.
0 
Hi Peter,
Thomas is absolutely right about the bounds. You should never use huge bounds to express unboundedness. This is almost guaranteed to cause numerical issues sooner or later.
Please review our Guide on Numerics and this section on recommended ranges in particular.
Please also note that the use of nonnegative variables is a standard convention in the mathematical programming community.
Cheers,
Matthias0
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