I am solving an LP optimisation problem and wondering how Gurobi solves a problem without an objective?
For example, an LP problem with some inequality constraints and some equality constraints but there is no objective function. It is basically a feasibility problem. In such a situation, what solution will Gurobi provide? After searching for some literature, we guess Gurobi will choose a point that is the centre to all the constraints. In other words, Gurobi will choose a point that satisfies the equality constraint exactly and have the maximum product of distances to the inequality constraints. It is called the analytical centre in literature. We are guessing Gurobi is doing analytic centre, but could anyone confirm what we thought?
The Gurobi solver is set to use interior point, no crossover, presolve on/off.
Please sign in to leave a comment.