FarkasDual and Barrier method
回答済みHello team,
I am trying to use barrier method to solve a LP model. In some cases, my model will be infeasible and I would like to get the FarkasDual. The thing is I cannot access the FarkasDual since there is always an error code 10005. But I am able to obtain FarkasDual when using simplex method. I am wondering if there is something wrong with my code or gurobi would not provide FarkasDual when using barrier method(which seems inconsistent with user manual.)
Thank you very much.
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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
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Hi Riley,
Thank you very much for your quick reply. It helps a lot !
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