Handling INFEASIBLE_OR_UNBOUNDED

Specific Domains Optimization (Mathematical)
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1

Using JuMP, I am getting the return code INFEASIBLE_OR_UNBOUNDED, but in my case, knowing whether the problem is feasible is important. I.e. I should be handling an unbounded problem differently from an infeasible one. Is there any way to determine which it is? In case it is relevant, I am using GLPK as the optimizer.

2

You can set the objective to zero with @objective(model, Min, 0). The status might then change and if it is still INFEASIBLE_OR_UNBOUNDED, as you know it is now unbounded, you know it’s infeasible.

3

Thanks for the response! I’ll give it a try.