Unsupported constraint only in infeasibility analysis

Specific Domains Optimization (Mathematical)
1

I have a JuMP.jl model that I solve using Gurobi. For some cases (data) it is infeasible.

I am using MathOptAnalyzer.jl to generate an infeasibility report:

MathOptAnalyzer.analyze(MathOptAnalyzer.Infeasibility.Analyzer(), model; optimizer=optimizer)

However, it fails with

MathOptInterface.UnsupportedConstraint{MathOptInterface.ScalarAffineFunction{Float64}, MathOptInterface.Interval{Float64}}("")

How can this happen?

2

It’s easy in real life to figure out why the model is infeasible, just by constructing the constraints one-by-one.

For example, if the only element in the model is JuMP.@variable(m, x >= 0), then it cannot be INFEASIBLE.

And the infeasibility is closed related to the nature of the problem. If the modeler knows what the physical constraints are about, then eliminating infeasibility should be easy.