LP Model Unbounded Error

[ben]

Hi,

When solving a MIP LP file I have come across an issue where the solution reports back with "Model Unbounded" where I would expect it to find an optimal solution. ModelA.lp.bz2 is the file with the Model Unbounded issue. When I remove the constraint on line 6541 "+Y54 = 0" to create ModelB.lp.bz2 and solve I get an optimal solution of 1.132223170831e+03. When inspecting the result of ModelB, "Y54" variable is set to 0. Also, ModelA.lp.bz2 solves in CPLEX with the same optimal solution of 1.1322231708e+03.

Any ideas why ModelA may be returning Model Unbounded?

I have tested on both 6.5.0 and 6.5.1 with the same outcome.

ModelA: https://drive.google.com/open?id=0B8qv8YEXY_OjbW5qLUhNU3laLU0

ModelB: https://drive.google.com/open?id=0B8qv8YEXY_OjRnlGRVZQeS1kSnM

Thanks.

Ben

[Daniel Espinoza]

Hi Ben,

It seems that both models are numerically unstable; in fact you can solve ModelA using numericfocus=1

If possible, I would suggest you to re-evaluate the scale of the coefficients in your constraints/variables.

Best regards,

Daniel