Bug? Numerical Issue? Help! Optimal objective value of relaxation is negative despite being the sum of non-negative variables?
Awaiting user input
So I was using slack variables (indicating how much a constraint is violated for > 0, = 0 means that the constraint is fulfilled) to find any feasible solution as fast as possible (why doesn't Gurobi have a feature for that btw.?), I looked at the .lp files, the objective function is the sum of those slack_variables (and for some reason a lot of variables with constant factor zero?) and they all have lower bounds >= 0. So neither the objective, nor the relaxation objective should ever be able to be negative. While it works fine for very small instances, for medium- and large-sized instances, I get huge negative bounds (>=10^6). Does anyone have any idea what might be going on? This makes no sense to me...
Best regards,
Tobi
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Gurobi Staff
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Could you share a minimal working example or an MPS/LP file showing the issue?
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Best regards,
Jaromił0 -
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I have the same problem. Is there already a solution for this problem?
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Hi Pia,
Could you please share a minimal reproducible example?
Note that uploading files in the Community Forum is not possible but we discuss an alternative in Posting to the Community Forum.
Best regards,
Jaromił0 -
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