[Coin-discuss] OSI clarifications

Erling D. Andersen e.d.andersen at mosek.com
Tue Jan 29 11:27:49 EST 2002


Hi,


>The biggest grey area I see here is with isProvenPrimalInfeasible()
>and isProvenDualInfeasible().  Technically, it is possible for a
>problem to be both primal and dual infeasible, though this situation
>is often ignored.  To be fair, I think that it is more of a
>"pathological" case that rarely (if ever) occurs in real problems.
>When most people say "dual infeasible", I think they really mean
>"primal unbounded", since this is more of a concern.  CPLEX, for
>example, tells you whether the problem is primal infeasible and primal
>unbounded, but it does not easily reveal the case of primal and dual
>infeasibility.

I think the reverse is the case. Usually people say their problem is 
unbounded meaning it is dual infeasible.

Note some interior-point methods actually detect dual infeasibility 
but not unboundedness. This is the case for MOSEK (not linked to
COIN yet).

Erling

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