[Cbc] Preprocessing infeasibility

Mona Rahn mona.rahn at gmail.com
Tue Nov 10 07:28:50 EST 2015


Hello,

I have an LP where I get the message

"Cut generators found to be infeasible!
Preprocessing says infeasible or unbounded"

The problem can't be unbounded (it's a minimization problem and the
objective is of the form a*x, a>0, x>=0).

So I tried to analyze the infeasibility via a (kind of) Lagrangian
relaxation (for every constraint, I added two variables in [0,inf), one
with positive and one with negative coefficient, that appear also in the
objective function with a positive coefficient; by making them large
enough, the constraint is feasible). So unless I made an error, the relaxed
problem cannot be infeasible. But upon solving this I get the same message
again.

Can somebody please help?

Thank you in advance!
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