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.

Infeasible LP and Farkas Certificate

blegat January 24, 2021, 9:17am 2

Yes, if the termination_status is INFEASIBILITY_CERTIFICATE then dual gives you a infeasibility certificate.

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