Gurobi Error 10005: Unable to retrieve attribute 'Pi'
回答済みI am solving my model with Julia program (Gurobi. solver). I am working on SDDP. My random variables are multiplied by decision variables. Due to this, the model seems as Quadratic. In order to set Gurobi solver as Quadratic and get dual variables, I put code into my model as follow: (optimizer = with_optimizer(Gurobi.Optimizer, QCPDual=1,OutputFlag=0, gurobi_env),)
My algorithm has 10 iterations. When I run, the algorithm is stopped after 3,4 or 5 iterations, due to this error (Gurobi Error 10005: Unable to retrieve attribute 'Pi').
I know that this problem indicates that my model is infeasible. Why I am getting after severaal iterations ? This is still related to infeasibility in my model ? For example, when I set 3 iteration numbers, I received optimal solutions.
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If your model is infeasible, then it is not possible to compute Pi values. Thus, accessing them in this case raises an error.
You should always check the optimization status and then proceed accordingly
if model.status == GRB.INFEASIBLE:
# handle infeasibility
elif model.status == GRB.OPTIMAL:
# handle optimalityBest regards,
Jaromił0
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