[Coin-discuss] detecting unboundedness in Cbc/OsiSolverInterface

[Kish Shen]

Hi,

For Cbc, is it possible to distinguish a problem that is infeasible or 
unbounded at the root node (i.e. the initial solve)?

I have been testing my code with a simple unbounded MIP problem:

max X
X-Y =   1
X+Y >= 3
X is integer

after I tried to solve this problem with Cbc's branchAndBound(), 
isProvenInfeasible() returns true. I don't think this is quite correct -- the 
problem is actually feasible, but there is no bounded optimal solution. 

Is there any way I can distinguish this from a problem that is really 
infeasible? It does seem that the presolve does know that the problem is 
unbounded:

Coin0508I Presolve thinks problem is unbounded
Coin0508I Presolve thinks problem is unbounded
Cgl0004I processed model has 2 rows, 2 columns (1 integer) and 4 elements
Cbc0006I The LP relaxation is infeasible or too expensive
Coin0508I Presolve thinks problem is unbounded

Thanks and cheers,

Kish