Decision Optimization

Hello all,

I've got a question with regard to the Infeasibility/Unboundedness status of my model.

I'm implementing a Benders decomposition in which I have a master problem and a subproblem. Once the subproblem is solved by CPLEX, the infeasible status is given by CPLEX. However, based on my understanding, the subproblem should be feasible unbounded. This is because I know a feasible solution that always satisfies all the constraints. Also, when I limit the bounds of a given variable (limiting it to be within (0,1) as opposed to (0, 10^15)) and solving the subproblem again, CPLEX announces the status as feasible. Interestingly, even when CPLEX announces the subproblem as infeasible, it is able to give me the objective function value and the values of all variables once the subproblem is solved. The bigger issue for me is that I cannot ask for the unboundedness ray (to build a feasibility cut) since the subproblem is announced as infeasible. 

So, my question is: What can be done to receive a feasible unbounded status from CPLEX (so that I could then ask for the unboundedness ray).

Thanks

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Hassan Sarhadi
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#DecisionOptimization

Duplicate post.

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Paul Rubin
Professor Emeritus
Michigan State University
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Original Message:
Sent: Mon February 21, 2022 12:57 PM
From: Hassan Sarhadi
Subject: CPLEX Infeasibility/Unboundedness

Hello all,

I've got a question with regard to the Infeasibility/Unboundedness status of my model.

I'm implementing a Benders decomposition in which I have a master problem and a subproblem. Once the subproblem is solved by CPLEX, the infeasible status is given by CPLEX. However, based on my understanding, the subproblem should be feasible unbounded. This is because I know a feasible solution that always satisfies all the constraints. Also, when I limit the bounds of a given variable (limiting it to be within (0,1) as opposed to (0, 10^15)) and solving the subproblem again, CPLEX announces the status as feasible. Interestingly, even when CPLEX announces the subproblem as infeasible, it is able to give me the objective function value and the values of all variables once the subproblem is solved. The bigger issue for me is that I cannot ask for the unboundedness ray (to build a feasibility cut) since the subproblem is announced as infeasible. 

So, my question is: What can be done to receive a feasible unbounded status from CPLEX (so that I could then ask for the unboundedness ray).

Thanks

------------------------------
Hassan Sarhadi
------------------------------

#DecisionOptimization