Finding the reason of infeasibility in CPLEX

Specific Domains Optimization (Mathematical)
1

Hi everyone,

I have an optimization problem and I solved it using CPLEX solver in JuMP. At the end, it gives a solution but the termination status is infeasible. I know that in IPOPT there is function primal_feasiblity_report(model, atol=1e-7) that gives scale of infeasibility of each constraints. However, when I try to use the same function for CPLEX model it doesn’t work. Do you know any other way to find out which constraint is the reason of infeasibility of the problem?

Thanks for your help

2

Hi @ArmanZar, welcome to the forum :smile:

This doesn’t work for CPLEX because CPLEX doesn’t return an infeasible point.

See this section of the docs for tips on how to debug an infeasible model: Debugging · JuMP

3

Thank you very much @odow. Your quick answers are a true blessing

1 Like