Gurobi Model Infeasible or unbounded

Answered

Ye Liu

February 03, 2022 16:53 Edited

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Hi all,

I am solving a model consisting of several periods of reward, when I solve the model for one period (T = 1), I can get the result. But once I specify it to 2 periods (T = 2), it is not solvable. The math shouldn't be difficult since the two-period problem is the summation of two single-period problems. 

I am struggling with this problem for a long time, then I simplified the original problem just to find what went wrong first. Please find the attached code. Thank you so much for your help! - Ye

import gurobipy as gp

from gurobipy import GRB, abs_
T = 2
try:
    m_ML2 = gp.Model("Model")    
    # define decision variables   
    x1_1 = m_ML2.addVars(T, name = 'x1_1', lb = 0)
    x2_1 = m_ML2.addVars(T, name = 'x2_1', lb = 0)
    y1_1 = m_ML2.addVars(T, name = 'y1_1', lb = 0)
    y2_1 = m_ML2.addVars(T, name = 'y2_1', lb = 0)
        
    s1_1 = m_ML2.addVars(T, name = 's1_1', lb = 0)
    s2_1 = m_ML2.addVars(T, name = 's2_1', lb = 0)
    s1_11 = m_ML2.addVar(vtype = GRB.CONTINUOUS, name = 's1_11', lb = 0)  
    s2_11 = m_ML2.addVar(vtype = GRB.CONTINUOUS, name = 's2_11', lb = 0)  
          
    R1 = m_ML2.addVars(T, name = 'R1')
    
    for i in range(T):
            s1_1[i] = w1[i]
            s2_1[i] = w2[i] 
                
            m_ML2.addConstr(s1_11 == s1_1[i])
            m_ML2.addConstr(s2_11 == s2_1[i])
            #set value for decision variable
            m_ML2.addConstr(y2_1[i] == 0)
            m_ML2.addConstr(x2_1[i] == s2_11)
            
            m_ML2.addConstr(y1_1[i] == 0 )
            m_ML2.addConstr(x1_1[i] == s1_11)
            #reward
            m_ML2.addConstr(R1[i] == P[0,i]*(y2_1[i]+(1-alpha)*y1_1[i])+P[1,i]*x2_1[i]+P[2,i]*x1_1[i]-P[4,i]*(q-y1_1[i]-y2_1[i])-P[3,i]*(w1[i]+w2[i]))

       
    m_ML2.setObjective(R1.sum(), GRB.MAXIMIZE)         
    # Optimize model
    m_ML2.optimize()
    
    
    for v in m_ML2.getVars():
        print('%s %g' % (v.varName, v.x))

    print('Obj: %g' % m_ML2.objVal)

except gp.GurobiError as e:
    print('Error code ' + str(e.errno) + ': ' + str(e))

except AttributeError:
    print('Encountered an attribute error')

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 16, 2025 23:44

  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 try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  Jaromił Najman

  • Gurobi Staff

  February 04, 2022 08:14

  This is discussed in How to assign a new variable equal to min of two other variable Gurobi in Python.

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