[Coin-discuss] Cplex use termination code "abandoned" if presolve determines that problem is infeasible or unbounded.

[Ted Ralphs]

Tommy,

I have run into this problem with CPLEX before. The problem is that if the LP is 
found infeasible during presolve, this has to be detected by checking the 
termination code after optimizing---this information is not available through 
the CPXgetstat() function later because the LP is never actually solved. An ugly 
workaround that will get you going for now is to check for the this condition in 
  OSI's solve routines and if it is detected, then turn off presolve and force 
CPLEX to solve the problem again. This should correctly set the problem status 
and everything should work fine. For example, try adding something like the 
following few lines to the end of resolve():

    int term = CPXdualopt(env_, lp);
    if (term == CPXERR_PRESLV_INForUNBD){
       int err = CPXsetintparam(env_, CPX_PARAM_PREIND, CPX_OFF);
       checkCPXerror( err, "CPXsetintparam", "resolve");
       term = CPXdualopt(env_, lp);
       err = CPXsetintparam(env_, CPX_PARAM_PREIND, CPX_ON);
       checkCPXerror( err, "CPXsetintparam", "resolve");
    }

and something similar in initialSolve(). This should get you going. A longer 
term fix is probably needed, though.

Ted
-- 
Dr. Ted Ralphs
Assistant Professor
Industrial and Systems Engineering
Lehigh University
(610)758-4784
tkralphs at lehigh.edu
www.lehigh.edu/~tkr2