how to get FarkasDual in matlab

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Dai xiaoyu

2024年03月01日 11:24

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I am writing the benders decomposition algorithm in Matlab, I had made 'params.InfUnbdInfo = 1' ,  but I found that when 'result. status=INFEASIBILE' , the fields farkasdual doesn't be presented

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  Riley Clement

  • Gurobi Staff

  2024年03月04日 03:08 編集済み

  Hi Dai xiaoyu,

  The farkas dual is associated with infeasible LPs.  If you relax the variables to be continuous then you should be able to retrieve the farkas dual, assuming the LP relaxation is still infeasible.

  If the LP relaxation is not infeasible then the farkas dual does not exist, and you should try another method of understanding the MIP infeasibility.

  See How do I determine why my model is infeasible? 

  - Riley

   

   

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