gurobi_direct and FarkasDual

[Braulio Brunaud]

Hello

I'm implementing a simple Benders decomposition problem and I would like to access the Farkas infeasibility proof. According to the Gurobi API, there is an attribute of the constraint called FarkasDual. I was looking at the plugins folder of pyomo and I noticed the gurobi_direct.py

I was thinking I could add something like

  if (soln.status == SolutionStatus.infeasible):
            if extract_duals:
                for con in cons:
                    # FarkasDual attributes in Gurobi is the Farkas infeasibility proof
                    soln_constraints[ con.ConstrName ]["Dual"] = con.FarkasDual

to get the unbounded ray in the dual suffix.

Now I have two questions:
1. How do I use the gurobi_direct plugin?
opt = SolverFactory('gurobi_direct') ?

thanks!

Braulio

[Gabriel Hackebeil]

1.) SolverFactory(“gurobi”, solver_io=“python”)

2.) Note that if you use gurobi_ampl (SolverFactory(“gurobi_ampl”) or SolverFactory(“gurobi”, solver_io=“nl”)), you can obtain the unbounded ray using the Suffix “dunbdd”.

3.) This looks likes it would be a good addition to the gurobi_direct plugin. Would you mind opening a ticket on the trac website and uploading a working patch?

Gabe

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