Getting an infeasibility certificate from Gurobi when solving hard LPs

WalterMadelim
Tue, 04 Nov 2025 10:12:49 +0000
Optimization (Mathematical)

I guess something is wrong with the barrier algorithm, but I have no expertise to read its logging.
I log it here, don’t know if someone can have some explanations.
(The whole logging has no Warning.)

julia> JuMP.optimize!(cen)
Gurobi Optimizer version 12.0.3 build v12.0.3rc0 (linux64 - "Debian GNU/Linux 12 (bookworm)")

CPU model: AMD EPYC 7763 64-Core Processor, instruction set [SSE2|AVX|AVX2]
Thread count: 128 physical cores, 256 logical processors, using up to 4 threads

Non-default parameters:
Threads  4

Optimize a model with 5151162 rows, 7821552 columns and 23288280 nonzeros
Model fingerprint: 0x6babbe4f
Variable types: 4857600 continuous, 2963952 integer (2963952 binary)
Coefficient statistics:
  Matrix range     [9e-01, 2e+01]
  Objective range  [0e+00, 0e+00]
  Bounds range     [1e+00, 6e+01]
  RHS range        [1e+00, 2e+05]
Presolve removed 91387 rows and 1020414 columns (presolve time = 5s)...
...
Presolve removed 853207 rows and 1905781 columns (presolve time = 105s)...
Presolve removed 853338 rows and 1905783 columns
Presolve time: 109.72s
Presolved: 4297824 rows, 5915769 columns, 18494192 nonzeros
Variable types: 3402454 continuous, 2513315 integer (2513314 binary)
Deterministic concurrent LP optimizer: primal simplex, dual simplex, and barrier
Showing barrier log only...

Root barrier log...

Ordering time: 1.82s

Barrier statistics:
 AA' NZ     : 8.654e+06
 Factor NZ  : 4.399e+07 (roughly 3.0 GB of memory)
 Factor Ops : 1.189e+09 (less than 1 second per iteration)
 Threads    : 2

                  Objective                Residual
Iter       Primal          Dual         Primal    Dual     Compl     Time
   0   0.00000000e+00 -6.88706954e+05  1.41e+07 0.00e+00  6.01e+01   154s
   1   0.00000000e+00 -7.74201321e+05  3.40e+06 3.00e-02  1.48e+01   155s
   2   0.00000000e+00 -8.12851051e+05  4.65e+05 2.78e-16  2.10e+00   157s
   3   0.00000000e+00 -6.89035310e+05  4.16e+04 2.22e-16  2.35e-01   159s
   4   0.00000000e+00 -3.88446661e+05  1.59e+04 1.18e-14  8.72e-02   160s
   5   0.00000000e+00 -2.48343698e+05  9.24e+03 3.22e-15  4.80e-02   162s
   6   0.00000000e+00 -1.80267407e+05  6.23e+03 2.33e-15  3.20e-02   163s
   7   0.00000000e+00 -1.38219878e+05  5.04e+03 1.78e-15  2.43e-02   165s
   8   0.00000000e+00 -7.22861492e+04  3.97e+03 4.88e-15  1.46e-02   166s
   9   0.00000000e+00 -5.12928141e+04  2.76e+03 5.33e-15  1.01e-02   168s
  10   0.00000000e+00 -3.92082704e+04  2.19e+03 1.02e-14  7.81e-03   170s
  11   0.00000000e+00 -2.45448528e+04  2.03e+03 1.20e-14  6.05e-03   172s
  12   0.00000000e+00 -2.08076244e+04  1.74e+03 7.11e-15  5.18e-03   174s
  13   0.00000000e+00 -1.80383436e+04  1.55e+03 5.77e-15  4.61e-03   176s
  14   0.00000000e+00 -1.25464595e+04  1.41e+03 1.07e-14  3.87e-03   178s
  15   0.00000000e+00 -8.34815437e+03  1.28e+03 1.15e-14  3.27e-03   181s
  16   0.00000000e+00 -7.31037660e+03  1.10e+03 1.02e-14  2.87e-03   183s
  17   0.00000000e+00 -5.06462050e+03  1.02e+03 1.51e-14  2.58e-03   185s
  18   0.00000000e+00 -3.57104659e+03  9.62e+02 9.77e-15  2.43e-03   187s
  19   0.00000000e+00 -1.42493497e+03  9.04e+02 1.78e-14  2.22e-03   189s
  20   0.00000000e+00 -4.72630017e+02  8.44e+02 1.78e-14  2.06e-03   192s
  21   0.00000000e+00  7.56505394e+02  7.99e+02 1.51e-14  1.93e-03   194s
  22   0.00000000e+00  2.46575834e+03  7.26e+02 2.75e-14  1.71e-03   197s
  23   0.00000000e+00  3.42806308e+03  6.72e+02 2.49e-14  1.58e-03   199s
  24   0.00000000e+00  4.26795138e+03  6.34e+02 3.20e-14  1.48e-03   201s
  25   0.00000000e+00  4.97484852e+03  6.01e+02 3.02e-14  1.40e-03   203s
  26   0.00000000e+00  6.03125457e+03  5.62e+02 3.73e-14  1.30e-03   206s
  27   0.00000000e+00  6.89613681e+03  5.41e+02 3.38e-14  1.26e-03   208s
  28   0.00000000e+00  9.08357846e+03  5.10e+02 3.38e-14  1.20e-03   211s
  29   0.00000000e+00  1.12562526e+04  4.95e+02 4.26e-14  1.21e-03   213s
  30   0.00000000e+00  1.30323270e+04  4.69e+02 3.55e-14  1.14e-03   215s
  31   0.00000000e+00  1.49877607e+04  4.59e+02 3.20e-14  1.15e-03   218s
  32   0.00000000e+00  1.66252235e+04  4.39e+02 5.68e-14  1.08e-03   220s
  33   0.00000000e+00  1.86920993e+04  4.29e+02 5.68e-14  1.08e-03   222s
  34   0.00000000e+00  2.30207394e+04  4.18e+02 1.14e-13  1.11e-03   225s
  35   0.00000000e+00  2.52802063e+04  4.00e+02 5.68e-14  1.01e-03   227s
  36   0.00000000e+00  3.15050831e+04  3.90e+02 7.11e-14  1.04e-03   230s
  37   0.00000000e+00  3.84280799e+04  3.82e+02 1.49e-13  1.09e-03   232s
  38   0.00000000e+00  4.58503800e+04  3.73e+02 1.28e-13  1.08e-03   234s
  39   0.00000000e+00 -6.88706954e+09  1.97e+07 0.00e+00  8.40e+05   238s
  40   0.00000000e+00 -8.04808648e+09  3.18e+06 1.81e+02  1.41e+05   240s
  41   0.00000000e+00 -8.10176890e+09  6.04e+04 2.73e-12  3.40e+03   242s
  42   0.00000000e+00 -4.76383641e+09  2.42e+04 2.96e-12  1.27e+03   244s
  43   0.00000000e+00 -2.62423725e+09  1.41e+04 4.55e-12  6.24e+02   246s
  44   0.00000000e+00 -1.66236910e+09  8.44e+03 9.09e-12  3.52e+02   247s
  45   0.00000000e+00 -1.20713454e+09  5.85e+03 1.46e-11  2.38e+02   248s
  46   0.00000000e+00 -8.80730715e+08  4.48e+03 1.82e-11  1.72e+02   250s
  47   0.00000000e+00 -6.87515079e+08  3.59e+03 1.82e-11  1.33e+02   251s
  48   0.00000000e+00 -5.10906643e+08  3.08e+03 2.18e-11  1.05e+02   252s
  49   0.00000000e+00 -3.84044265e+08  2.60e+03 2.91e-11  8.31e+01   254s
  50   0.00000000e+00 -3.23626874e+08  2.22e+03 2.91e-11  7.04e+01   255s
  51   0.00000000e+00 -3.03355010e+08  2.13e+03 2.91e-11  6.69e+01   256s
  52   0.00000000e+00 -2.86691608e+08  2.00e+03 3.27e-11  6.32e+01   258s
  53   0.00000000e+00 -2.51195726e+08  1.89e+03 2.91e-11  5.80e+01   259s
  54   0.00000000e+00 -2.16106356e+08  1.71e+03 4.73e-11  5.17e+01   260s
  55   0.00000000e+00 -1.80371005e+08  1.62e+03 6.55e-11  4.71e+01   262s
  56   0.00000000e+00 -1.58371825e+08  1.55e+03 5.82e-11  4.40e+01   263s
  57   0.00000000e+00 -1.35700129e+08  1.42e+03 5.09e-11  4.03e+01   264s
  58   0.00000000e+00 -1.21859820e+08  1.26e+03 6.55e-11  3.62e+01   265s
  59   0.00000000e+00 -1.12457489e+08  1.19e+03 6.55e-11  3.42e+01   267s
  60   0.00000000e+00 -1.04386556e+08  1.15e+03 4.00e-11  3.30e+01   268s
  61   0.00000000e+00 -8.68128442e+07  1.10e+03 4.37e-11  3.08e+01   269s
  62   0.00000000e+00 -7.94649107e+07  1.02e+03 5.82e-11  2.89e+01   271s
  63   0.00000000e+00 -7.06142308e+07  9.96e+02 5.82e-11  2.79e+01   272s
  64   0.00000000e+00 -6.63949318e+07  9.32e+02 5.09e-11  2.63e+01   273s
  65   0.00000000e+00 -5.40806504e+07  9.11e+02 5.82e-11  2.54e+01   275s
  66   0.00000000e+00 -4.89147973e+07  8.68e+02 5.82e-11  2.42e+01   276s
  67   0.00000000e+00 -4.06393671e+07  8.48e+02 5.82e-11  2.35e+01   277s
  68   0.00000000e+00 -3.37421437e+07  8.26e+02 5.82e-11  2.28e+01   278s
  69   0.00000000e+00 -2.94863431e+07  8.03e+02 1.16e-10  2.22e+01   280s
  70   0.00000000e+00 -2.36628609e+07  7.78e+02 1.15e-10  2.15e+01   281s
  71   0.00000000e+00 -1.88220728e+07  7.54e+02 1.29e-10  2.08e+01   282s
  72   0.00000000e+00 -1.44814320e+07  7.39e+02 1.05e-10  2.03e+01   284s
  73   0.00000000e+00 -9.31725725e+06  7.24e+02 1.43e-10  1.99e+01   285s
  74   0.00000000e+00 -5.68047178e+06  6.87e+02 1.53e-10  1.89e+01   286s
  75   0.00000000e+00  2.10322457e+06  6.65e+02 5.82e-11  1.83e+01   288s
  76   0.00000000e+00  7.87957824e+06  6.50e+02 1.00e-10  1.78e+01   289s
  77   0.00000000e+00  1.30567848e+07  6.37e+02 1.83e-10  1.75e+01   290s
  78   0.00000000e+00  1.81921969e+07  6.24e+02 2.63e-10  1.71e+01   292s
  79   0.00000000e+00  2.09561408e+07  6.14e+02 2.58e-10  1.69e+01   293s
  80   0.00000000e+00  2.42527179e+07  5.95e+02 2.83e-10  1.63e+01   294s
  81   0.00000000e+00  2.98598050e+07  5.86e+02 2.86e-10  1.61e+01   296s
  82   0.00000000e+00  3.54788797e+07  5.74e+02 2.64e-10  1.58e+01   297s
  83   0.00000000e+00  4.02390755e+07  5.59e+02 2.74e-10  1.54e+01   298s
  84   0.00000000e+00  4.75369104e+07  5.44e+02 3.64e-10  1.49e+01   299s
  85   0.00000000e+00  5.25670770e+07  5.39e+02 4.38e-10  1.49e+01   301s
  86   0.00000000e+00  5.70028610e+07  5.33e+02 4.18e-10  1.48e+01   302s
  87   0.00000000e+00  6.10445019e+07  5.26e+02 2.46e-10  1.46e+01   304s
  88   0.00000000e+00  7.09836818e+07  5.08e+02 1.45e-10  1.41e+01   306s
  89   0.00000000e+00  7.75769769e+07  4.96e+02 2.33e-10  1.37e+01   308s
  90   0.00000000e+00  9.08558100e+07  4.80e+02 1.46e-10  1.33e+01   310s
  91   0.00000000e+00  9.70406808e+07  4.65e+02 2.33e-10  1.28e+01   312s
  92   0.00000000e+00  1.08753422e+08  4.61e+02 4.86e-10  1.28e+01   313s
  93   0.00000000e+00  1.52931036e+08  4.41e+02 2.04e-09  1.28e+01   315s
  94   0.00000000e+00  1.69695954e+08  4.37e+02 2.62e-10  1.29e+01   317s
  95   0.00000000e+00  1.76146247e+08  4.24e+02 4.66e-10  1.22e+01   319s
  96   0.00000000e+00  2.02481947e+08  4.14e+02 4.66e-10  1.21e+01   321s
  97   0.00000000e+00  2.13366422e+08  4.11e+02 3.49e-10  1.21e+01   322s
  98   0.00000000e+00  2.29811567e+08  4.04e+02 4.07e-10  1.19e+01   324s
  99   0.00000000e+00  2.43844289e+08  4.02e+02 6.22e-10  1.19e+01   326s
 100   0.00000000e+00  3.27790565e+08  3.93e+02 1.78e-09  1.28e+01   328s
 101   0.00000000e+00  3.69993973e+08  3.81e+02 9.90e-10  1.21e+01   330s
 102   0.00000000e+00  4.20712929e+08  3.78e+02 8.44e-10  1.25e+01   332s
 103   0.00000000e+00  5.24036772e+08  3.73e+02 1.62e-09  1.33e+01   334s
 104   0.00000000e+00  6.06543612e+08  3.68e+02 2.94e-09  1.37e+01   336s
 105   0.00000000e+00  6.74520640e+08  3.63e+02 1.44e-09  1.34e+01   337s
 106   0.00000000e+00  7.53023964e+08  3.58e+02 1.30e-09  1.34e+01   339s
 107   0.00000000e+00  8.35661448e+08  3.56e+02 2.59e-09  1.37e+01   341s
 108   0.00000000e+00  1.01821075e+09  3.52e+02 6.64e-09  1.42e+01   343s
 109   0.00000000e+00  1.16581807e+09  3.49e+02 3.29e-09  1.46e+01   345s
 110   0.00000000e+00  1.27476152e+09  3.47e+02 4.34e-09  1.50e+01   346s
 111   0.00000000e+00  1.45504153e+09  3.44e+02 6.02e-09  1.48e+01   348s
 112   0.00000000e+00  1.52807217e+09  3.42e+02 6.40e-09  1.45e+01   350s
 113   0.00000000e+00  1.59833957e+09  3.41e+02 5.63e-09  1.45e+01   352s
 114   0.00000000e+00  2.21649883e+09  3.38e+02 1.13e-08  1.64e+01   355s
 115   0.00000000e+00  2.51842907e+09  3.37e+02 1.04e-08  1.75e+01   358s
 116   0.00000000e+00  2.91072908e+09  3.36e+02 1.05e-08  1.85e+01   360s
 117   0.00000000e+00  3.24914272e+09  3.34e+02 9.92e-09  1.87e+01   362s
 118   0.00000000e+00  3.62219438e+09  3.34e+02 1.41e-08  2.01e+01   364s
 119   0.00000000e+00  3.82247550e+09  3.34e+02 1.28e-08  2.03e+01   366s

Barrier performed 119 iterations in 366.26 seconds (350.52 work units)
Numerical trouble encountered

Model may be infeasible or unbounded.  Consider using the
homogeneous algorithm (through parameter 'BarHomogeneous')

Waiting for other threads to finish...         431s
...
Waiting for other threads to finish...        2338s
^C # I interrupt here <<<

Root relaxation: interrupted, 1025366 iterations, 2250.67 seconds (985.75 work units)

    Nodes    |    Current Node    |     Objective Bounds      |     Work
 Expl Unexpl |  Obj  Depth IntInf | Incumbent    BestBd   Gap | It/Node Time

     0     0          -    0               -    0.00000      -     - 2377s

Explored 1 nodes (1025366 simplex iterations) in 2378.04 seconds (1093.66 work units)
Thread count was 4 (of 256 available processors)

Solution count 0

Solve interrupted
Best objective -, best bound 0.000000000000e+00, gap -

User-callback calls 1946707, time in user-callback 0.47 sec

julia> JuMP.solution_summary(cen)
solution_summary(; result = 1, verbose = false)
├ solver_name          : Gurobi
├ Termination
│ ├ termination_status : INTERRUPTED
│ ├ result_count       : 0
│ ├ raw_status         : Optimization was terminated by the user.
│ └ objective_bound    : 0.00000e+00
├ Solution (result = 1)
│ ├ primal_status        : NO_SOLUTION
│ ├ dual_status          : NO_SOLUTION
│ └ relative_gap         : 1.00000e+100
└ Work counters
  ├ solve_time (sec)   : 2.37810e+03
  ├ simplex_iterations : 1025366
  ├ barrier_iterations : 0
  └ node_count         : 1

As you can see, I performed a feasibility MIP (obj === 0).

9 posts - 2 participants