Adding objective function makes the problem infeasible
回答済み
I'm using Gurobi with CVX in MATLAB. When I run my optimization problem with 0 objectives and just solve the constraints, it returns that it is feasible. But when I add in my objective function, I get the output that the problem is infeasible. I also don't understand why it says I have quadratic constraints even though all my model constraints are linear. How can I solve this to return a feasible optimal solution with an objective value?
Here's the output without the objective:
Calling Gurobi_2 9.12: 10972 variables, 8830 equality constraints
------------------------------------------------------------
Gurobi Optimizer, licensed to CVX for CVX
Academic license - for non-commercial use only - expires 2024-06-11
Warning for adding variables: zero or small (< 1e-13) coefficients, ignored
Gurobi Optimizer version 9.1.2 build v9.1.2rc0 (mac64)
Thread count: 10 physical cores, 10 logical processors, using up to 10 threads
Optimize a model with 8830 rows, 10972 columns and 30944 nonzeros
Model fingerprint: 0x27b93575
Coefficient statistics:
Matrix range [1e-10, 2e+02]
Objective range [0e+00, 0e+00]
Bounds range [0e+00, 0e+00]
RHS range [3e-18, 1e+00]
Concurrent LP optimizer: primal simplex, dual simplex, and barrier
Showing barrier log only...
Presolve removed 6797 rows and 9912 columns
Presolve time: 0.01s
Presolved: 2033 rows, 1060 columns, 12819 nonzeros
Ordering time: 0.00s
Barrier statistics:
AA' NZ : 3.554e+04
Factor NZ : 3.898e+04 (roughly 2 MBytes of memory)
Factor Ops : 8.879e+05 (less than 1 second per iteration)
Threads : 1
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 0.00000000e+00 -4.49060273e-01 4.49e-01 0.00e+00 1.01e-02 0s
1 0.00000000e+00 -4.13204718e-01 2.58e-02 1.39e-16 6.83e-04 0s
2 0.00000000e+00 -1.09229776e-01 1.01e-03 2.36e-16 4.98e-05 0s
3 0.00000000e+00 -2.34535408e-03 1.75e-05 2.22e-16 9.31e-07 0s
4 0.00000000e+00 -6.69687821e-05 5.95e-07 2.22e-16 2.64e-08 0s
5 0.00000000e+00 -2.62543225e-06 9.61e-09 9.71e-17 8.46e-10 0s
6 0.00000000e+00 -1.06843555e-06 3.28e-10 6.74e-17 3.09e-10 0s
7 0.00000000e+00 -3.72453444e-09 6.59e-14 6.86e-17 1.07e-12 0s
Barrier solved model in 7 iterations and 0.03 seconds
Optimal objective 0.00000000e+00
Crossover log...
1207 DPushes remaining with DInf 2.0896265e-04 0s
0 DPushes remaining with DInf 0.0000000e+00 0s
218 PPushes remaining with PInf 2.0276555e+02 0s
0 PPushes remaining with PInf 6.1955783e+01 0s
Push phase complete: Pinf 6.1955783e+01, Dinf 0.0000000e+00 0s
Iteration Objective Primal Inf. Dual Inf. Time
857 0.0000000e+00 6.195578e+01 0.000000e+00 0s
Solved with dual simplex
Solved in 1313 iterations and 0.09 seconds
Optimal objective 0.000000000e+00
User-callback calls 1733, time in user-callback 0.01 sec
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +0
Here's the output after I add the objective:
Calling Gurobi_2 9.12: 14532 variables, 10966 equality constraints
------------------------------------------------------------
Gurobi Optimizer, licensed to CVX for CVX
Academic license - for non-commercial use only - expires 2024-06-11
Warning for adding variables: zero or small (< 1e-13) coefficients, ignored
Gurobi Optimizer version 9.1.2 build v9.1.2rc0 (mac64)
Thread count: 10 physical cores, 10 logical processors, using up to 10 threads
Optimize a model with 10966 rows, 14532 columns and 34502 nonzeros
Model fingerprint: 0x461d8fa9
Model has 1424 quadratic constraints
Coefficient statistics:
Matrix range [1e-10, 2e+02]
QMatrix range [1e+00, 1e+00]
Objective range [5e-02, 2e+02]
Bounds range [0e+00, 0e+00]
RHS range [2e-16, 1e+00]
Presolve removed 8757 rows and 13081 columns
Presolve time: 0.01s
Presolved: 3186 rows, 1452 columns, 14134 nonzeros
Presolved model has 18 second-order cone constraints
Ordering time: 0.00s
Barrier statistics:
Dense cols : 2
AA' NZ : 5.735e+04
Factor NZ : 7.122e+04 (roughly 2 MBytes of memory)
Factor Ops : 1.852e+06 (less than 1 second per iteration)
Threads : 1
Objective Residual
Iter Primal Dual Primal Dual Compl Time
0 2.21287234e+05 -1.73440791e+02 4.78e+01 4.16e+01 8.97e+02 0s
1 3.82273035e+04 -3.14634047e+02 2.82e+00 4.57e-05 5.82e+01 0s
2 3.26685461e+02 -1.24579985e+02 1.57e-02 5.03e-11 3.70e-01 0s
3 9.76422795e+01 2.65467694e+01 2.34e-03 2.44e-12 5.46e-02 0s
4 6.92994600e+01 4.30891493e+01 6.51e-04 2.27e-12 1.49e-02 0s
5 5.97815740e+01 5.37016411e+01 1.03e-04 8.90e-12 2.59e-03 0s
6 5.86857828e+01 5.68264081e+01 4.88e-05 6.73e-11 9.39e-04 0s
7 5.82689768e+01 5.75733083e+01 2.77e-05 1.82e-10 4.26e-04 0s
8 5.81170881e+01 5.77826400e+01 1.82e-05 2.77e-10 2.71e-04 0s
9 5.80837755e+01 5.79028582e+01 1.58e-05 2.74e-10 2.28e-04 0s
10 5.80243008e+01 5.82428296e+01 1.28e-05 3.69e-10 1.72e-04 0s
11 5.80097494e+01 5.86951251e+01 1.20e-05 4.14e-10 1.56e-04 0s
12 5.80001833e+01 6.06212211e+01 1.15e-05 4.73e-10 1.49e-04 0s
13 5.79973689e+01 6.36329576e+01 1.14e-05 4.82e-10 1.47e-04 0s
14 5.79977310e+01 6.70052428e+01 1.13e-05 4.87e-10 1.43e-04 0s
15 5.80003575e+01 7.34829932e+01 1.13e-05 8.29e-10 1.54e-04 0s
16 5.80005566e+01 9.09825838e+01 1.12e-05 1.83e-09 1.55e-04 0s
17 5.80022950e+01 1.05096568e+02 1.12e-05 3.42e-09 1.65e-04 0s
18 5.80028496e+01 1.61313029e+02 1.12e-05 6.12e-09 1.88e-04 0s
19 5.80014017e+01 1.95225225e+02 1.12e-05 1.10e-08 2.63e-04 0s
20 5.79994581e+01 2.24864248e+02 1.11e-05 1.16e-08 2.87e-04 1s
21 5.79985434e+01 2.22766469e+02 1.10e-05 1.17e-08 3.48e-04 1s
22 5.79970030e+01 3.87008928e+02 1.08e-05 1.45e-08 4.72e-04 1s
23 5.79967358e+01 3.86701360e+02 1.08e-05 3.01e-08 4.70e-04 1s
24 5.79964534e+01 4.23705061e+02 1.08e-05 3.06e-08 4.85e-04 1s
25 5.79968623e+01 5.31689057e+02 1.08e-05 3.65e-08 5.71e-04 1s
26 5.79940398e+01 5.10457187e+02 2.05e-05 2.35e-08 5.78e-04 1s
27 5.79918347e+01 5.51399077e+02 2.28e-05 3.73e-08 5.94e-04 1s
28 5.79913779e+01 5.52979515e+02 2.24e-05 3.21e-08 5.94e-04 1s
29 5.79929819e+01 1.22270935e+03 2.24e-05 8.42e-08 7.57e-04 1s
30 5.79922631e+01 1.21908143e+03 2.22e-05 6.67e-08 7.57e-04 1s
31 5.79893108e+01 1.29102123e+03 2.40e-05 7.81e-08 7.83e-04 1s
32 5.79913256e+01 1.28975630e+03 2.54e-05 9.84e-08 7.78e-04 1s
33 5.79909296e+01 1.30200208e+03 2.52e-05 9.27e-08 7.79e-04 1s
34 5.79909421e+01 1.29274612e+03 2.50e-05 8.95e-08 7.84e-04 1s
35 5.79874095e+01 1.53783595e+03 3.14e-05 2.37e-07 1.02e-03 1s
36 5.79884058e+01 1.56245906e+03 1.96e-05 2.36e-07 2.89e-03 1s
37 5.79858881e+01 1.56901426e+03 2.25e-05 2.29e-07 5.45e-03 1s
38 5.79835100e+01 1.53329063e+03 2.41e-05 1.41e-07 5.21e-03 1s
39 5.79831365e+01 1.53779330e+03 2.40e-05 1.37e-07 5.19e-03 1s
40 5.79822585e+01 1.53421992e+03 2.36e-05 1.36e-07 5.17e-03 1s
41 5.79834577e+01 1.53727055e+03 2.36e-05 1.51e-07 5.17e-03 1s
42 5.79806004e+01 1.60983754e+03 6.21e-05 1.59e-07 4.90e-03 1s
43 5.79802948e+01 1.60977338e+03 6.21e-05 1.79e-07 4.93e-03 2s
44 5.79804130e+01 1.42426983e+03 5.59e-05 1.30e-07 4.54e-03 2s
45 5.79786565e+01 1.29533945e+03 5.88e-05 9.80e-08 4.30e-03 2s
46 5.79773755e+01 1.23998197e+03 5.86e-05 1.50e-07 4.09e-03 2s
47 5.79769454e+01 1.23800246e+03 5.83e-05 1.47e-07 4.14e-03 2s
48 5.79757628e+01 1.32016353e+03 5.96e-05 1.43e-07 4.18e-03 2s
49 5.79742249e+01 1.23803954e+03 5.86e-05 1.14e-07 4.01e-03 2s
50 5.79713543e+01 1.19958479e+03 4.93e-05 1.18e-07 3.96e-03 2s
51 5.79710969e+01 1.06478954e+03 5.87e-05 1.31e-07 3.71e-03 2s
52 5.79708131e+01 9.94896393e+02 5.76e-05 1.33e-07 3.51e-03 2s
53 5.79704435e+01 8.91724522e+02 5.64e-05 1.24e-07 3.16e-03 2s
54 5.79678826e+01 8.63302688e+02 5.70e-05 1.24e-07 3.07e-03 2s
55 5.79670777e+01 2.64516718e+03 5.66e-05 2.02e-07 5.61e-03 2s
56 5.79631267e+01 2.61139765e+03 5.54e-05 1.24e-07 5.51e-03 2s
57 5.79629969e+01 1.62964700e+04 5.53e-05 1.42e-06 2.44e-02 2s
58 9.25155313e+06 -4.23730918e+03 2.00e+03 1.00e+03 8.86e+05 2s
59 4.07016674e+06 -3.75859891e+03 6.95e+02 3.51e+02 1.94e+05 2s
60 3.44397954e+05 -4.46690613e+02 6.80e+01 3.45e-05 1.77e+03 2s
61 6.80380767e+03 -4.26354552e+02 1.41e+00 9.23e-08 3.65e+01 2s
62 2.31963100e+02 -9.79111835e+01 5.82e-02 2.61e-09 1.42e+00 2s
63 1.05697626e+02 1.58424077e+01 1.93e-02 3.98e-10 3.79e-01 2s
64 6.39485675e+01 2.55612562e+01 4.47e-03 2.53e-10 7.76e-02 2s
65 6.02250154e+01 4.51678016e+01 2.00e-03 9.61e-11 1.88e-02 2s
66 5.91749849e+01 5.16914605e+01 1.28e-03 4.20e-11 8.03e-03 2s
67 5.82368547e+01 5.56209974e+01 5.70e-04 4.85e-11 2.34e-03 2s
68 5.79588611e+01 5.67344579e+01 2.67e-04 3.07e-10 9.61e-04 2s
69 5.78551155e+01 5.74064317e+01 1.25e-04 1.07e-09 3.84e-04 2s
70 5.78345768e+01 5.75546339e+01 9.25e-05 1.17e-09 2.67e-04 2s
71 5.78324681e+01 5.76044015e+01 6.70e-05 1.26e-09 1.97e-04 2s
72 5.78311057e+01 5.77493486e+01 4.59e-05 2.55e-09 1.18e-04 2s
73 5.78389290e+01 5.78054092e+01 3.33e-05 3.68e-09 8.96e-05 2s
74 5.78479309e+01 5.78165762e+01 2.63e-05 9.80e-09 7.88e-05 2s
75 5.78648469e+01 5.78366143e+01 2.30e-05 2.16e-08 9.47e-05 2s
76 5.78791807e+01 5.78554627e+01 2.05e-05 2.40e-08 1.08e-04 2s
77 5.79430010e+01 5.79160011e+01 1.83e-05 3.15e-08 1.87e-04 2s
78 5.79640006e+01 5.79417160e+01 1.77e-05 3.11e-08 2.16e-04 2s
79 5.80533990e+01 5.82237373e+01 1.87e-05 3.92e-08 9.19e-04 2s
80 6.00077821e+01 5.89394628e+01 1.92e-05 4.91e-08 4.86e-03 2s
81 1.06865549e+02 1.20975872e+02 1.54e-05 2.72e-08 1.13e-01 2s
82 5.56932556e+03 2.17681270e+03 1.86e-05 1.54e-06 5.13e+00 2s
83 7.90503351e+03 7.51476461e+03 1.35e-05 8.78e-07 8.41e+00 2s
84 6.70770858e+04 8.02236324e+05 2.97e-05 1.39e-04 6.37e+02 2s
85 9.94898600e+04 9.99838298e+05 3.21e-05 1.73e-04 1.08e+03 2s
86* 1.28323993e+05 1.04788852e+06 1.93e-09 2.48e-09 2.89e-08 2s
87* 1.97093043e+05 1.25121430e+06 1.48e-09 2.87e-09 2.74e-08 2s
88* 1.98587820e+05 1.26015666e+06 1.48e-09 2.86e-09 2.76e-08 3s
89* 2.44535127e+05 1.50607487e+06 1.29e-09 4.16e-09 3.13e-08 3s
90* 1.67044332e+06 4.85293580e+06 3.43e-10 8.70e-09 1.69e-08 3s
91* 1.93330721e+06 5.20846368e+06 3.59e-10 9.79e-09 1.52e-08 3s
92* 2.36769546e+06 6.20421717e+06 4.08e-10 1.11e-08 1.50e-08 3s
93* 3.59500195e+06 1.03650815e+07 3.68e-10 1.73e-08 1.72e-08 3s
94* 4.97113012e+06 1.54146547e+07 4.15e-10 2.64e-08 2.08e-08 3s
95* 7.51390412e+06 1.98217080e+07 5.90e-10 3.10e-08 1.67e-08 3s
96* 3.03216311e+07 6.06858954e+07 1.18e-09 5.73e-08 6.26e-09 3s
97* 4.96756826e+07 8.74297555e+07 2.54e-09 6.13e-08 4.25e-09 3s
98* 7.93153333e+07 1.30860803e+08 7.63e-09 6.79e-08 3.02e-09 3s
Barrier performed 98 iterations in 2.67 seconds
Infeasible model
User-callback calls 351, time in user-callback 0.02 sec
------------------------------------------------------------
Status: Failed
Optimal value (cvx_optval): NaN
0
-
-
Gurobi Staff
Hi Vinnet,
This can be caused by a numerically unstable model. Given the coefficient statistic of your model
Matrix range [1e-10, 2e+02] QMatrix range [1e+00, 1e+00] Objective range [5e-02, 2e+02] Bounds range [0e+00, 0e+00] RHS range [2e-16, 1e+00]
it is very likely that your model can have numerical issues. Please have a look at our Guidelines for Numerical Issues and try to improve the coefficient statistics. There is also the Warning
Warning for adding variables: zero or small (< 1e-13) coefficients, ignored
which means that any coefficient with a value lower than \( 10^{-13}\) will be treated as \(0\). If any of this coefficient is significant for the feasibility of the model, then this is also a possible cause of trouble.
Moreover, you should upgrade to the latest version of Gurobi to profit from bug fixes and improved performance.
Best regards,
Jaromił0 -
サインインしてコメントを残してください。
コメント
1件のコメント