Did I reach the optimal solution?

[Mohamed Kareem]

I run an optimization problem on matlab, which is solved by Gurobi, and I get results and draw plost with these results. However, I receive the following message in the command window of Matlab:

" Exiting: One or more of the residuals, duality gap, or total relative error has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.  "

Also, I receive the following message when I do some changes in the problem:

"Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible. "



What does this mean?
Did I reach the optimal solution?
If No, what should I do to reach the optimal solution?

 

[Sonja Mars]

Hi,

Can you please post the full Gurobi log files/Gurobi output in the command window of Matlab? That would really be helpful to figure out what is going on.

Thanks and best regards,
Sonja


----
Dr. Sonja Mars
Gurobi Optimization - Technical Support

[Mohamed Kareem]

Thanks for your reply!

The following is what I get in the command window of Matlab. The Optimization problem is solved 24 times, for 24 hours. ans =1 1 means first hour, and so on.



Matlab command window:

WPP_SOSDC_3rd

ans =

     1     1

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

Warning: Ignoring extra legend entries.
> In legend>set_children_and_strings (line 629)
  In legend>make_legend (line 321)
  In legend (line 247)
  In WPP_SOSDC_3rd (line 255)

ans =

     1     2

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

Warning: Ignoring extra legend entries.
> In legend>set_children_and_strings (line 629)
  In legend>make_legend (line 321)
  In legend (line 247)
  In WPP_SOSDC_3rd (line 255)

ans =

     1     3

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

Warning: Ignoring extra legend entries.
> In legend>set_children_and_strings (line 629)
  In legend>make_legend (line 321)
  In legend (line 247)
  In WPP_SOSDC_3rd (line 255)

ans =

     1     4

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible.

Warning: Ignoring extra legend entries.
> In legend>set_children_and_strings (line 629)
  In legend>make_legend (line 321)
  In legend (line 247)
  In WPP_SOSDC_3rd (line 255)

ans =

     1     5

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible.

Warning: Ignoring extra legend entries.
> In legend>set_children_and_strings (line 629)
  In legend>make_legend (line 321)
  In legend (line 247)
  In WPP_SOSDC_3rd (line 255)

ans =

     1     6

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1     7

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible.

ans =

     1     8

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible.

ans =

     1     9

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    10

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    11

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    12

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    13

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    14

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         both the primal and the dual appear to be infeasible.

ans =

     1    15

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    16

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    17

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    18

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    19

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    20

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    21

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    22

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    23

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

ans =

     1    24

Exiting: One or more of the residuals, duality gap, or total relative error
 has stalled:
         the primal appears to be infeasible and the dual unbounded since
         the dual objective > 1e+10
         and the primal objective > -1e+6.

Expected_Profit_for_One_Day =

     1.258647821067048e+04


Expected_Value_of_Negative_Profits_for_One_Day =

 -18.750161110157411

>>

[Sonja Mars]

Hi,

These error messages are not Gurobi errors, I have never seen them before.

It looks like you are using linprog: https://de.mathworks.com/help/optim/ug/linprog.html

Best regards,

[Mohamed Kareem]

Thanks for your helpful reply. As I use more than one PC, mistakenly, Gurobi is not installed on that one I used for this problem.

After I installed it and ran the code, I received a message as below indicating that the problem is infeasible or unbounded. However, I get an output from the optimizer. Is this normal?

Message:
Optimize a model with 1629 rows, 750 columns and 2998 nonzeros
Coefficient statistics:
  Matrix range    [2e-05, 2e+01]
  Objective range [5e-05, 6e-01]
  Bounds range    [0e+00, 0e+00]
  RHS range       [6e+00, 2e+03]
Presolve removed 876 rows and 125 columns
Presolve time: 0.06s

Solved in 0 iterations and 0.06 seconds
Infeasible or unbounded model

[Sonja Mars]

Hi,

Yes, the output of the Gurobi optimizer is normal. You can change this following the instructions here:
http://www.gurobi.com/documentation/6.5/quickstart_windows/matlab_modifying_gurobi_pa.html

For more details you can also take a look here:
http://www.gurobi.com/documentation/6.5/refman/matlab_gurobi.html

And a complete list of Gurobi parameters can be found here:
http://www.gurobi.com/documentation/6.5/refman/parameters.html

Best regards,
Sonja


----
Dr. Sonja Mars
Gurobi Optimization - Technical Support

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