Detecting infeasibility in Gurobi-Matlab Interface

[Assad Rafeal]

Hi all,

Can someone tell me how can i know the constraint that is causing infeasibility in Gurobi-Matlab Interface? 

When I solve my optimization problem, i get the status "INFEASIBLE", objbound "Inf" and other information. I need to know which constraint is causing the infeasiblity so that i can apply some remedies.

Thanks

[Jakob Sch.]

Hi Assad,

See the manual:

If the model is an unbounded linear program and the infunbdinfo parameter is set to 1, the field unbdray will be present. Finally, if the model is an infeasible linear program and the infunbdinfo parameter is set to 1, the fields farkasdual and farkasproof will be set.  

from http://www.gurobi.com/documentation/5.6/reference-manual/matlab_gurobi

If this is not the case for your problem, I would advise you to write out the model to a LP/MPS file (LP file is better readable but beware of less accuracy in the coefficients) and then load it in the python interactive shell. There you have the computeIIS() command (see http://www.gurobi.com/documentation/5.6/reference-manual/py_model_computeiis) that gives you more info on the infeasibility of your problem. You can also try the feasRelax function (see http://www.gurobi.com/documentation/5.6/reference-manual/py_model_feasrelax) for a feasibility relaxation.

Best regards,
Jakob

[Assad Rafeal]

Thanks Jakob,

My model MIP. I have only the following fields: status, versioninfo, objbound, itercound, baritercount and nodecount.

[Jakob Sch.]

Hi Assad,

As already mentioned you will have to write your model to a LP/MPS file and do some infeasibility analysis via the python shell. To do so follow http://www.gurobi.com/documentation/5.6/reference-manual/matlab_gurobi_write and then use the above mentioned methods for further investigation on your problem.

Best regards,
Jakob

[Assad Rafeal]

Unfortunately, i am not familiar with Python. 

Anyway, thanks Jakob

[Stuart Mitchell]

take the following file,

>gurobi.bat find_infeasibility.py your_lp_filename_goes_here.lp

then look at the file infeasible.ilp that it produces.

Stu

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Stuart Mitchell

PhD Engineering Science

Extraordinary Freelance Programmer and Optimisation Guru

www.stuartmitchell.com

[Assad Rafeal]

Thanks Stu, but i do not use python, i only use the gurobi matlab interface

[Carlos Vergara]

thank you very much ;)

best regards,

Carlos