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Hi everyone, I am currently encountering a weird situation where I have a LP model that should have had an optimal solution but it was judged by CBC Solver as infeasible, even when turning off the presolve mode. The objective function is max f(x) + g(y) with set of constraints T1, T2, T3 where T1 only contains constraints involving x, T2 only contains constraints involving y and T3 contains constraint involving both x and y (x and y are multi-dimensional vectors).
I know for the fact that f(x) and g(y) has maximum values at x=x_1 and y = y_1 with the same set of constraints T1 and T2, and max(f(x) + g(y)) with only set of constraints T1, T2 are feasible by CBC solver. However, when adding set of constraints T3, the problem became infeasible by CBC solver. But I can see it have at least one solution, which is at either x=x1 and y=0 or y=y1 and x=0 (meaning, max(f(x) + g(y)) = max(f(x)) or max(g(y)). So why does CBC solver judge this problem as infeasible?
Attached are the .zip file containing the two .mps files for infeasible vs feasible problems described exactly as above, all judged by CBC solver. I also attached a screenshots showing the message logs given by CBC.
G _C2849
HI_1302_x1015 _C2849 1.000000000000e+00
RHS _C2849 1.000000000000e+00
Row _C2849 says HI_1302_x1015 at least 1.0 - this makes row _C3578 infeasible
@jjhforrest Thank you so much for pointing out that. I am still having trouble in getting down to that kind of in-depth review level on the violated constraints. I will review where the coefficients 2.00000 came from in L_C3578 (they should all be 1).
Hi everyone, I am currently encountering a weird situation where I have a LP model that should have had an optimal solution but it was judged by
CBC Solver
asinfeasible
, even when turning off thepresolve
mode. The objective function ismax f(x) + g(y)
with set of constraintsT1, T2, T3
whereT1
only contains constraints involvingx
,T2
only contains constraints involvingy
andT3
contains constraint involving bothx
andy
(x
andy
are multi-dimensional vectors).I know for the fact that f(x) and g(y) has maximum values at
x=x_1
andy = y_1
with the same set of constraintsT1
andT2
, andmax(f(x) + g(y))
with only set of constraintsT1
,T2
arefeasible
by CBC solver. However, when adding set of constraintsT3
, the problem becameinfeasible
by CBC solver. But I can see it have at least one solution, which is at eitherx=x1
andy=0
ory=y1
andx=0
(meaning, max(f(x) + g(y)) = max(f(x)) or max(g(y)). So why does CBC solver judge this problem as infeasible?Attached are the
.zip
file containing the two.mps
files for infeasible vs feasible problems described exactly as above, all judged by CBC solver. I also attached a screenshots showing the message logs given by CBC.Infeasible vs Feasible.zip
@chmduquesne @dpo @baol @merraksh @jjhforrest
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