[Clp-tickets] [COIN-OR Linear Programming Solver] #79: Infeasibility Ray not found

[COIN-OR Linear Programming Solver]

#79: Infeasibility Ray not found
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 Reporter:  blegat      |      Owner:  somebody
     Type:  defect      |     Status:  new
 Priority:  major       |  Milestone:
Component:  component1  |    Version:
 Keywords:              |
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 Dear Clp maintainers,

 I am using Clp v1.16.1 through the Julia wrapper for doing SDDP
 (https://github.com/blegat/StochasticDualDynamicProgramming.jl).
 For that algorithm, when a problem is infeasible, it important to retrieve
 an infeasibility ray.
 When I use Clp, it often happens that no infeasibility ray are returned by
 Clp.

 I have tried to create the simplest possible example of problem for which
 Clp detects the infeasibility of the problem but does not find
 infeasibility ray and I have attached it to this ticket. I hope that this
 example will help you detect the issue in Clp and fix it !

 The example is the following:
 Minimize 0
 Subject To
  x0 + x3 + x6 == 2
  x1 + x4 + x7 == 2
  x2 + x5 + x8 == 2
  x0 + x1 + x2 <= 1
  x3 + x4 + x5 <= 1
  x6 + x7 + x8 <= 1
  xi >= 0
 Bounds
  xi free
 End
 As you can see, there are 6 + 9 constraints but no bounds on the
 variables. If the last 9 constraints are used as bounds or are removed,
 the infeasibility ray is found by Clp.
 The Infeasibility Ray is [1,1,1,-1,-1,-1,0,0,0,0,0,0,0,0,0]. Indeed, the
 sum of the 3 first constraints give "sum xi = 6" while the sum of the 3
 following constraints give "sum xi <= 3".

 Thanks in advance for your time !

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Ticket URL: <https://projects.coin-or.org/Clp/ticket/79>
COIN-OR Linear Programming Solver <http://projects.coin-or.org/Clp>
A linear programming solver.