Solution to unbounded problems

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ce jekl

2022年06月03日 15:02 編集済み

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If gurobi detects the problem is unbounded, e.g. unbounded LP, what solution will be returned?

For example,

\[\begin{align}\min \alpha \\ s.t. x \ge 0 \end{align} \]

what is the value of \(x\)?

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:35

  This post is more than three 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.
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  Jaromił Najman

  • Gurobi Staff

  2022年06月03日 19:16

  If any feasible point has been determined by Gurobi before the problem is declared unbounded, then you can access this arbitrary feasible point via the X attribute. Note that it is possible that Gurobi finds a model to be unbounded before even finding a single feasible point. Then, no solution is available.

  You should always check the SolCount attribute before trying to access feasible solutions.

  if model.SolCount > 0:
    # do something with the solution(s)

  Best regards, 
  Jaromił

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