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FarkasDual and Barrier method

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  • 正式なコメント
    Simranjit Kaur
    • Gurobi Staff
    This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
  • Riley Clement
    • Gurobi Staff

    Hi Dong Han,

    In order to provide a Farkas dual there needs to be a basis.  When wanting the Farkas dual users need to set InfUnbdInfo=1 which:

    Determines whether simplex (and crossover) will compute additional information when a model is determined to be infeasible or unbounded

    Perhaps this would be better phrased as

    Determines whether additional information is computed when a simplex basis is available (from simplex or crossover)

    Farkas duals can sometimes be obtained with barrier, but if your model is being declared infeasible mid-barrier then there will be no basis, and a Farkas dual will not be available.

    Currently there is no workaround for this, so either primal or dual simplex will be needed in your case.

    - Riley

    0
  • Dong Han
    • Gurobi-versary
    • Curious
    • Conversationalist

    Hi Riley,

    Thank you very much for your quick reply. It helps a lot !

    0

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