Closed mlubin closed 10 years ago
Nvm, grosser than I thought.
What's the issue?
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.
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
Just added to MathProgBase since I need them for implementing Benders decomposition. See the implementation in Gurobi.