[Cbc] Artificial variables

acw at ascent.com acw at ascent.com
Fri Aug 10 13:06:18 EDT 2012


The objective is a linear combination of some set of variables.  Of course 
I don't know what your objective function is, but let's call it F.

Since this is a minimization problem, I propose adding one more constraint 
to the problem, F >= -1e6.  If unboundedness is the problem, the modified 
problem will solve with no trouble.

In your first response, you mention variable bounds.  Do you have bounds 
on all your variables?  If you do, then my analysis is probably wrong and 
the difficulty is infeasibility rather than unboundedness.

It should not be necessary to know any solver internals to figure out 
what's wrong.



From:
Christos <chtsolak at gmail.com>
To:
acw at ascent.com
Cc:
"cbc at list.coin-or.org" <cbc at list.coin-or.org>, Allan Wechsler 
<acw at robson.ascent.com>
Date:
08/10/2012 12:37 PM
Subject:
Re: [Cbc] Artificial variables



I forgot to mention that it is a minimization problem , so i do not know 
if there is any point in limiting objective.

Sorry for the double mail.

On 10/8/2012 19:24, acw at ascent.com wrote:
No single constraint is responsible for an infeasibility.  Consider a 
system with one variable, and two constraints, X >= 7 and X <= 4.  This 
system is obviously infeasible, but which of the two constraints is at 
fault? 

In your case I suspect that the problem is unbounded rather than 
infeasible, because you have so few constraints and so many variables. 
Unless the problem has a very special structure, a problem with fewer 
constraints than variables is likely to be unbounded. 

You can check this by adding a constraint that limits your objective to, 
say, 1e6.  If the problem now solves, then unboundedness is almost 
certainly your difficulty. 


From: 
Christos <chtsolak at gmail.com> 
To: 
cbc at list.coin-or.org 
Date: 
08/10/2012 09:32 AM 
Subject: 
[Cbc] Artificial variables




Hi, i have a model with around 10000 variable and 1500 equations.

But i get the messages on the photo when i run it:
http://imageshack.us/photo/my-images/39/dascd.png/

Is there any way to use artificial variable or something else in order 
to find the problematic equation?

Thank you in advance
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