Error 10005: Cannot retrieve UnbdRay from Gurobi

Specific Domains Optimization (Mathematical)
,
1

Is this a bug?

julia> Gurobi.GRBsetdblattrarray(lps.o, "Obj", 1, xllen, mst.Xlb)
0

julia> function opt_and_ter(m) # my definition of optimize! and return Gurobi's termination code
           o, r = m.o, m.refi
           Gurobi.GRBoptimize(o)
           Gurobi.GRBgetintattr(o, "Status", r)
           r.x
       end;

julia> Gurobi.GRBsetintparam(Gurobi.GRBgetenv(lps.o), "InfUnbdInfo", 0)
Set parameter InfUnbdInfo to value 0
0

julia> opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
Threads  1

Optimize a model with 1 rows, 323 columns and 58 nonzeros (Max)
Model fingerprint: 0xc45279c8
Model has 58 linear objective coefficients
Coefficient statistics:
  Matrix range     [1e+00, 2e+01]
  Objective range  [7e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [4e+03, 4e+03]

Presolve removed 1 rows and 49 columns
Presolve time: 0.00s

Solved in 0 iterations and 0.00 seconds (0.00 work units)
Infeasible or unbounded model
4

julia> Gurobi.GRBsetintparam(Gurobi.GRBgetenv(lps.o), "InfUnbdInfo", 1)
Set parameter InfUnbdInfo to value 1
0

julia> opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
InfUnbdInfo  1
Threads  1

Optimize a model with 1 rows, 323 columns and 58 nonzeros (Max)
Model fingerprint: 0xc45279c8
Model has 58 linear objective coefficients
Coefficient statistics:
  Matrix range     [1e+00, 2e+01]
  Objective range  [7e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [4e+03, 4e+03]

Presolve removed 1 rows and 49 columns
Presolve time: 0.00s
Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0      handle free variables                          0s
       1    4.0157335e+03   0.000000e+00   0.000000e+00      0s

Solved in 1 iterations and 0.00 seconds (0.00 work units)
Optimal objective  4.015733496e+03
Warning: unscaled dual violation = 19.9009 and residual = 1
2

julia> Gurobi.GRBgetdblattrarray(lps.o, "Obj", 0, xllen+1, lps.Cd)
0

julia> @show lps.Cd;
lps.Cd = [1.0, -0.0, -1.0, -1.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.71066369270869, -1.0, -0.0, -0.0, -1.0, -0.0, -1.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -0.0, -0.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -1.0, -1.0, -1.0, -1.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.7106636927086901, -1.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -0.0, -0.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -1.0, -0.0, -1.0, -0.0, -0.0, -0.0, -1.0, -1.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -5.6, -9.182608695652174, -19.900948179130275, -0.0, -0.0, -6.488888888888889, -7.285851742608695, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -1.5405964000000028, -4.711111111111111, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -2.4923076923076923, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -5.3676392, -5.511111111111112, -9.469565217391304, -4.77, -4.818181818181818, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -0.0, -4.921428571428571, -0.0]

julia> Gurobi.GRBgetdblattrarray(lps.o, "UnbdRay", 0, xllen+1, lps.Cd)
10005

Note that the two solves have distinct resulting termination Status.

MPS file 
* Signature: 0xb15cb425e684ef8
NAME 
OBJSENSE MAX
ROWS
 N  OBJ
 G  R0      
COLUMNS
    C0        OBJ       1
    C0        R0        -1
    C1        OBJ       0
    C2        OBJ       -1
    C2        R0        1
    C3        OBJ       -1
    C3        R0        1
    C4        OBJ       -1
    C4        R0        1
    C5        OBJ       0
    C6        OBJ       0
    C7        OBJ       0
    C8        OBJ       0
    C9        OBJ       0
    C10       OBJ       0
    C11       OBJ       0
    C12       OBJ       0
    C13       OBJ       0
    C14       OBJ       0
    C15       OBJ       0
    C16       OBJ       0
    C17       OBJ       0
    C18       OBJ       0
    C19       OBJ       0
    C20       OBJ       0
    C21       OBJ       -1
    C21       R0        1
    C22       OBJ       -1
    C22       R0        1
    C23       OBJ       0
    C24       OBJ       0
    C25       OBJ       0
    C26       OBJ       0
    C27       OBJ       0
    C28       OBJ       0
    C29       OBJ       0
    C30       OBJ       0
    C31       OBJ       0
    C32       OBJ       0
    C33       OBJ       0
    C34       OBJ       0
    C35       OBJ       -1
    C35       R0        1
    C36       OBJ       -1
    C36       R0        1
    C37       OBJ       0
    C38       OBJ       0
    C39       OBJ       0
    C40       OBJ       0
    C41       OBJ       0
    C42       OBJ       0
    C43       OBJ       -1
    C43       R0        1
    C44       OBJ       0
    C45       OBJ       0
    C46       OBJ       -1
    C46       R0        1
    C47       OBJ       0
    C48       OBJ       0
    C49       OBJ       -0.71066369270869
    C49       R0        1
    C50       OBJ       -1
    C50       R0        1
    C51       OBJ       0
    C52       OBJ       0
    C53       OBJ       -1
    C53       R0        1
    C54       OBJ       0
    C55       OBJ       -1
    C55       R0        1
    C56       OBJ       0
    C57       OBJ       0
    C58       OBJ       0
    C59       OBJ       -1
    C59       R0        1
    C60       OBJ       0
    C61       OBJ       -1
    C62       OBJ       0
    C63       OBJ       0
    C64       OBJ       -1
    C64       R0        1
    C65       OBJ       0
    C66       OBJ       0
    C67       OBJ       0
    C68       OBJ       0
    C69       OBJ       0
    C70       OBJ       -1
    C70       R0        1
    C71       OBJ       0
    C72       OBJ       -1
    C72       R0        1
    C73       OBJ       -1
    C73       R0        1
    C74       OBJ       0
    C75       OBJ       0
    C76       OBJ       0
    C77       OBJ       -1
    C77       R0        1
    C78       R0        1
    C79       OBJ       -1
    C79       R0        1
    C80       OBJ       0
    C81       OBJ       0
    C82       OBJ       0
    C83       OBJ       -1
    C83       R0        1
    C84       OBJ       -1
    C84       R0        1
    C85       OBJ       0
    C86       OBJ       0
    C87       OBJ       0
    C88       OBJ       -1
    C88       R0        1
    C89       OBJ       -1
    C89       R0        1
    C90       OBJ       -1
    C90       R0        1
    C91       OBJ       -1
    C91       R0        1
    C92       OBJ       -1
    C92       R0        1
    C93       OBJ       0
    C94       OBJ       0
    C95       OBJ       0
    C96       OBJ       0
    C97       OBJ       0
    C98       OBJ       0
    C99       OBJ       0
    C100      OBJ       0
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    C105      OBJ       0
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    C107      OBJ       0
    C108      OBJ       0
    C109      OBJ       0
    C110      OBJ       0
    C111      OBJ       0
    C112      OBJ       0
    C113      OBJ       -1
    C113      R0        1
    C114      OBJ       0
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    C116      OBJ       0
    C117      OBJ       0
    C118      OBJ       0
    C119      OBJ       0
    C120      OBJ       0
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    C122      OBJ       0
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    C143      OBJ       0
    C144      OBJ       0
    C145      OBJ       0
    C146      OBJ       0
    C147      OBJ       0
    C148      OBJ       0
    C149      OBJ       0
    C150      OBJ       0
    C151      OBJ       0
    C152      OBJ       0
    C153      OBJ       0
    C154      OBJ       0
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    C156      OBJ       0
    C157      OBJ       0
    C158      OBJ       0
    C159      OBJ       0
    C160      OBJ       0
    C161      OBJ       0
    C162      OBJ       0
    C163      OBJ       0
    C164      OBJ       0
    C165      OBJ       0
    C166      OBJ       0
    C167      OBJ       0
    C168      OBJ       0
    C169      OBJ       0
    C170      OBJ       -1
    C170      R0        1
    C171      OBJ       0
    C172      OBJ       0
    C173      OBJ       0
    C174      OBJ       0
    C175      OBJ       0
    C176      OBJ       -7.1066369270869012e-01
    C176      R0        1
    C177      OBJ       -1
    C177      R0        1
    C178      OBJ       0
    C179      OBJ       0
    C180      OBJ       0
    C181      OBJ       0
    C182      OBJ       -1
    C182      R0        1
    C183      OBJ       0
    C184      OBJ       0
    C185      OBJ       0
    C186      OBJ       -1
    C186      R0        1
    C187      OBJ       0
    C188      OBJ       -1
    C189      OBJ       0
    C190      OBJ       0
    C191      OBJ       -1
    C191      R0        1
    C192      OBJ       0
    C193      OBJ       0
    C194      OBJ       0
    C195      OBJ       0
    C196      OBJ       0
    C197      OBJ       -1
    C197      R0        1
    C198      OBJ       0
    C199      OBJ       -1
    C199      R0        1
    C200      OBJ       -1
    C200      R0        1
    C201      OBJ       0
    C202      OBJ       0
    C203      OBJ       0
    C204      OBJ       -1
    C204      R0        1
    C205      R0        1
    C206      OBJ       -1
    C206      R0        1
    C207      OBJ       0
    C208      OBJ       0
    C209      OBJ       0
    C210      OBJ       -1
    C210      R0        1
    C211      OBJ       -1
    C211      R0        1
    C212      OBJ       0
    C213      OBJ       0
    C214      OBJ       0
    C215      OBJ       0
    C216      OBJ       0
    C217      OBJ       0
    C218      OBJ       0
    C219      OBJ       0
    C220      OBJ       0
    C221      OBJ       0
    C222      OBJ       0
    C223      OBJ       0
    C224      OBJ       0
    C225      OBJ       0
    C226      OBJ       0
    C227      OBJ       0
    C228      OBJ       0
    C229      OBJ       0
    C230      OBJ       0
    C231      OBJ       0
    C232      OBJ       0
    C233      OBJ       0
    C234      OBJ       0
    C235      OBJ       0
    C236      OBJ       0
    C237      OBJ       0
    C238      OBJ       0
    C239      OBJ       0
    C240      OBJ       0
    C241      OBJ       0
    C242      OBJ       0
    C243      OBJ       0
    C244      OBJ       0
    C245      OBJ       0
    C246      OBJ       0
    C247      OBJ       0
    C248      OBJ       0
    C249      OBJ       0
    C250      OBJ       0
    C251      OBJ       0
    C252      OBJ       0
    C253      OBJ       0
    C254      OBJ       0
    C255      OBJ       0
    C256      OBJ       -5.6
    C256      R0        5.6
    C257      OBJ       -9.1826086956521742e+00
    C257      R0        9.1826086956521724e+00
    C258      OBJ       -1.9900948179130275e+01
    C258      R0        1.9900948179130271e+01
    C259      OBJ       0
    C260      OBJ       0
    C261      OBJ       -6.4888888888888889e+00
    C261      R0        6.4888888888888889e+00
    C262      OBJ       -7.2858517426086946e+00
    C262      R0        7.2858517426086928e+00
    C263      OBJ       0
    C264      OBJ       0
    C265      OBJ       0
    C266      OBJ       0
    C267      OBJ       0
    C268      OBJ       0
    C269      OBJ       0
    C270      OBJ       0
    C271      OBJ       0
    C272      OBJ       0
    C273      OBJ       -1.5405964000000028e+00
    C273      R0        1.5405964000000023e+00
    C274      OBJ       -4.7111111111111112e+00
    C274      R0        4.7111111111111112e+00
    C275      OBJ       0
    C276      OBJ       0
    C277      OBJ       0
    C278      OBJ       0
    C279      OBJ       0
    C280      OBJ       0
    C281      OBJ       0
    C282      OBJ       0
    C283      OBJ       -2.4923076923076923e+00
    C283      R0        2.4923076923076919e+00
    C284      OBJ       0
    C285      OBJ       0
    C286      OBJ       0
    C287      OBJ       0
    C288      OBJ       0
    C289      OBJ       0
    C290      OBJ       0
    C291      OBJ       0
    C292      OBJ       0
    C293      OBJ       0
    C294      OBJ       0
    C295      OBJ       0
    C296      OBJ       0
    C297      OBJ       0
    C298      OBJ       0
    C299      OBJ       0
    C300      OBJ       0
    C301      OBJ       0
    C302      OBJ       0
    C303      OBJ       0
    C304      OBJ       0
    C305      OBJ       0
    C306      OBJ       0
    C307      OBJ       -5.3676392
    C307      R0        5.3676391999999993e+00
    C308      OBJ       -5.5111111111111120e+00
    C308      R0        5.5111111111111111e+00
    C309      OBJ       -9.4695652173913043e+00
    C309      R0        9.4695652173913025e+00
    C310      OBJ       -4.77
    C310      R0        4.7699999999999987e+00
    C311      OBJ       -4.8181818181818183e+00
    C311      R0        4.8181818181818175e+00
    C312      OBJ       0
    C313      OBJ       0
    C314      OBJ       0
    C315      OBJ       0
    C316      OBJ       0
    C317      OBJ       0
    C318      OBJ       0
    C319      OBJ       0
    C320      OBJ       0
    C321      OBJ       -4.9214285714285708e+00
    C321      R0        4.9214285714285717e+00
    C322      OBJ       0
RHS
    RHS1      R0        -4.0157334964295110e+03
BOUNDS
 FR BND1      C0      
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ENDATA
2

I don’t think Gurobi has any guarantees around when they compute an unbounded ray. Hard to say without a reproducible example.

3

I attached an MPS file. How to load it into my julia session with Gurobi.jl?

Edit:

I don’t think Gurobi has any guarantees around when they compute an unbounded ray.

why?

Update:

It appears that the status become normal after setting

Gurobi.GRBsetintparam(Gurobi.GRBgetenv(o), "DualReductions", 0)
4

No, it’s more of just an evident issue with the InfUnbdInfo parameter.

julia> Settings.opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
DualReductions  0
InfUnbdInfo  1
Threads  1

Optimize a model with 1 rows, 323 columns and 49 nonzeros (Max)
Model fingerprint: 0x838189a6
Model has 51 linear objective coefficients
Coefficient statistics:
  Matrix range     [5e-01, 2e+01]
  Objective range  [3e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [5e+03, 5e+03]

Presolve time: 0.00s
Presolved: 1 rows, 323 columns, 49 nonzeros

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0      handle free variables                          0s
       1    4.6203287e+03   0.000000e+00   0.000000e+00      0s

Solved in 1 iterations and 0.00 seconds (0.00 work units)
Optimal objective  4.620328749e+03
Warning: unscaled dual violation = 22.9565 and residual = 1
2

julia> Gurobi.GRBsetintparam(Gurobi.GRBgetenv(lps.o), "InfUnbdInfo", 0)
Set parameter InfUnbdInfo to value 0
0

julia> Settings.opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
DualReductions  0
Threads  1

Optimize a model with 1 rows, 323 columns and 49 nonzeros (Max)
Model has 51 linear objective coefficients
Coefficient statistics:
  Matrix range     [5e-01, 2e+01]
  Objective range  [3e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [5e+03, 5e+03]


Solved in 0 iterations and 0.00 seconds (0.00 work units)
Optimal objective  4.620328749e+03
Warning: unscaled dual violation = 22.9565 and residual = 1
2

julia> Gurobi.GRBsetintparam(Gurobi.GRBgetenv(lps.o), "DualReductions", 1)
Set parameter DualReductions to value 1
0

julia> Settings.opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
Threads  1

Optimize a model with 1 rows, 323 columns and 49 nonzeros (Max)
Model has 51 linear objective coefficients
Coefficient statistics:
  Matrix range     [5e-01, 2e+01]
  Objective range  [3e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [5e+03, 5e+03]


Solved in 0 iterations and 0.00 seconds (0.00 work units)
Optimal objective  4.620328749e+03
Warning: unscaled dual violation = 22.9565 and residual = 1
2

julia> Gurobi.GRBreset(lps.o, 0)
0

julia> Settings.opt_and_ter(lps)
Gurobi Optimizer version 13.0.1 build v13.0.1rc0 (linux64gpu - "Ubuntu 24.04.4 LTS")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 1 threads

GPU model: NVIDIA RTX A6000, CUDA compute version 8.6, NVIDIA driver compatible with CUDA version 13

Non-default parameters:
Threads  1

Optimize a model with 1 rows, 323 columns and 49 nonzeros (Max)
Model fingerprint: 0x838189a6
Model has 51 linear objective coefficients
Coefficient statistics:
  Matrix range     [5e-01, 2e+01]
  Objective range  [3e-01, 2e+01]
  Bounds range     [0e+00, 0e+00]
  RHS range        [5e+03, 5e+03]

Presolve removed 1 rows and 54 columns
Presolve time: 0.00s

Solved in 0 iterations and 0.00 seconds (0.00 work units)
Infeasible or unbounded model
4
5

Hi,
I didn’t test with this model explicitly, but we did encounter a bug with exactly this behavior recently. It was fixed for the upcoming technical release (13.0.2). I can test it early next week for your model as well.
Best regards
Vassilios

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