Originally posted by: SystemAdmin

Attached is a LP I solved through the callable library of CPLEX12.4 (Windows XP- Win32), and the optimal value it gives is:
Z=0.00000270139
In fact, this is a wrong answer, since the optimal value is Z = 0.55496106825, the same value that I obtained using CPLEX interactive optimizer.
Can you please help to figure out the problem?
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Originally posted by: T_O

In fact, there is no feasible solution with objective 0.00000270139.

Could you post your C code and/or export a sav-file using CPXwriteprob and post it here?

Best regards,
Thomas
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Originally posted by: SystemAdmin

Thank you for your prompt reply Thomas. I am attaching the sav-file.

Best regards,

Amar
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Originally posted by: T_O

I'm sorry that I didn't realize it before, but your problem is infeasible (both lp and sav file). I also verified this for the LP file using an exact LP-reader and solver.

In the infeasible case, I think the objective you obtain is undefined. In this case 0.554961 is the last objective before detecting dual infeasibility.

Best regards,
Thomas
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#DecisionOptimization

Originally posted by: T_O

Sorry, I meant dual unboundedness, not dual infeasibility.
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Originally posted by: SystemAdmin

Thank you so much Thomas.

Amar
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#DecisionOptimization