search

jump-dev / CPLEX.jl

A Julia interface to the CPLEX solver
https://www.ibm.com/products/ilog-cplex-optimization-studio
MIT License
134 stars 63 forks source link

implement getinfeasibilityray and getunboundedray #8

Closed mlubin closed 10 years ago

mlubin commented 10 years ago

Just added to MathProgBase since I need them for implementing Benders decomposition. See the implementation in Gurobi.

joehuchette commented 10 years ago

Nvm, grosser than I thought.

mlubin commented 10 years ago

What's the issue?

joehuchette commented 10 years ago

I think the presolve is messing it up, returning INForUNBD, (1) not producing a dual feasible point for CPXdualfarkas, and (2) not giving solve status = UNBOUNDED like CPXgetray wants. I don't thing there's a way to avoid this without turning off presolve altogether, so I guess the only way to do it right is try to check this and potentially resolve again with presolve turned off.

mlubin commented 10 years ago

Gurobi doesn't provide these unless you provide a special solve option -- that's fine. We don't need to resolve, just give a useful error message