Solution to unbounded problems

Answered

ce jekl

June 03, 2022 15:02 Edited

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If gurobi detects the problem is unbounded, e.g. unbounded LP, what solution will be returned?

For example,

\[\begin{align}\min \alpha \\ s.t. x \ge 0 \end{align} \]

what is the value of \(x\)?

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  Jaromił Najman

  • Gurobi Staff

  June 03, 2022 19:16

  If any feasible point has been determined by Gurobi before the problem is declared unbounded, then you can access this arbitrary feasible point via the X attribute. Note that it is possible that Gurobi finds a model to be unbounded before even finding a single feasible point. Then, no solution is available.

  You should always check the SolCount attribute before trying to access feasible solutions.

  if model.SolCount > 0:
    # do something with the solution(s)

  Best regards, 
  Jaromił

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