Gurobi solver halt the program when the optimization problem is infeasible

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Guang Yang

• 2019年05月17日 02:48

Hello,

 

I am solving a Quadratic Program problem with Gurobi solver within a while loop. Because some parameters within my constraint are random variables (served as exploration purposes for my algorithm), the QP will frequently becomes infeasible and thus stops the while loop. Is there a way for me to let Gurobi continue the program when the QP is infeasible (maybe just return "infeasible" as a string, instead of halt the entire program)? 

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  Jakob Schelbert

  • 2019年05月21日 13:58

  

  

  Hi,

  you should probably check the status of the model whether gurobi determined it being infeasible and catch that situation by doing something else compared to the normal case where the model is solved.

  See http://www.gurobi.com/documentation/8.1/refman/optimization_status_codes.html#sec:StatusCodes for the different states a model can have after solving is stopped.

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