Originally posted by: SystemAdmin
The "infeasible or unbounded" status that you get from presolve means that presolve found a way to improve the objective arbitrarily without compromising feasibility. Essentially it means that presolve has found an unbounded ray in the primal problem. But it is not clear whether there exists a primal feasible solution: it can very well be that the problem has both, primal and dual unbounded rays, which in turn means that it is both primal and dual infeasible.
If you hit such a status, you can disable presolve. Typically, this will give you then the desired answer whether the problem is infeasible or not. If all else fails, you can also set the objective function to zero, which should remove any unboundness from your problem. If you then find a feasible solution, you know that the original problem was unbounded.
Tobias
#CPLEXOptimizers#DecisionOptimization