Is there any JuMP (or other) method to retrieve Farkas certificate from an infeasible lp model? I am using Clp, Gurobi, or Ipopt solver for solving the lp problem modeled using JuMP.
Thank you.
Yes, if the termination_status is INFEASIBILITY_CERTIFICATE then dual gives you a infeasibility certificate.
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@blegat thank you so much.
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