Topic
• 12 replies
• Latest Post - ‏2013-08-12T07:38:33Z by DanielJunglas
kc78
46 Posts

# Pinned topic Is it possible to have an infeasible solution with different objective?

‏2013-02-05T12:58:30Z |
Hi

I am using the CPLEX optimizer via MATLAB and I have a MILP problem that is feasible and i want to find all the min and max of the variables. So i loop through all the variables and some of the variables were infeasible when i tried to maximize them.

Is this possible?

best rgds
Updated on 2013-02-10T09:58:27Z at 2013-02-10T09:58:27Z by SystemAdmin
7929 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-02-05T16:35:07Z
No changing the objective should not render a problem infeasible. But it may make it unbounded. Are you sure that the problem is infeasible and not unbounded? What is the solution status you get?
7929 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-02-05T16:36:36Z
Do you mean that some of the models are infeasible when you solve them (maximize some variable subject to the original constraints)?

If a problem is feasible, altering the objective function cannot make it infeasible. If the feasible region is unbounded, however, altering the objective can switch the problem between being unbounded and having an optimal solution.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-02-05T17:32:26Z
No changing the objective should not render a problem infeasible. But it may make it unbounded. Are you sure that the problem is infeasible and not unbounded? What is the solution status you get?
Hi Daniel

This is the solution i have from the solver:

ans =

status: 103
statusstring: 'integer infeasible'
time: 0.0997
method: 12
mipitcnt: 231
nodecnt: 1
bestobjval: -1.0000e+75
cutoff: -1.0000e+75
pool: 1x1 struct
7929 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-02-10T09:58:27Z
• kc78
• ‏2013-02-05T17:32:26Z
Hi Daniel

This is the solution i have from the solver:

ans =

status: 103
statusstring: 'integer infeasible'
time: 0.0997
method: 12
mipitcnt: 231
nodecnt: 1
bestobjval: -1.0000e+75
cutoff: -1.0000e+75
pool: 1x1 struct
That is weird and should not happen.
Can you export the model before and after your modifications as an LP file and check that the only difference between them is the expected change in the objective function?
Maybe also export the models as SAV file and attach them here so that we can take a look at the differences as well.
• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-29T19:43:11Z
That is weird and should not happen.
Can you export the model before and after your modifications as an LP file and check that the only difference between them is the expected change in the objective function?
Maybe also export the models as SAV file and attach them here so that we can take a look at the differences as well.

Hi

I have this MILP model whereby I am only changing the objective function and it turns from feasible to infeasible. I am using the CPLEX 12.5 through the MATLAB interface. When i try to solve the problem in 12.4, it does not even solve in the first instance.

• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-29T19:48:11Z
That is weird and should not happen.
Can you export the model before and after your modifications as an LP file and check that the only difference between them is the expected change in the objective function?
Maybe also export the models as SAV file and attach them here so that we can take a look at the differences as well.

Hi

I have this MILP model whereby I am only changing the objective function and it turns from feasible to infeasible. I am using the CPLEX 12.5 through the MATLAB interface. When i try to solve the problem in 12.4, it does not even solve in the first instance.

• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-29T19:53:39Z
Do you mean that some of the models are infeasible when you solve them (maximize some variable subject to the original constraints)?

If a problem is feasible, altering the objective function cannot make it infeasible. If the feasible region is unbounded, however, altering the objective can switch the problem between being unbounded and having an optimal solution.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)

Hi

I have this MILP model whereby I am only changing the objective function and it turns from feasible to infeasible. I am using the CPLEX 12.5 through the MATLAB interface. When i try to solve the problem in 12.4, it does not even solve in the first instance.

#### Attachments

• DanielJunglas
2679 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-30T12:22:38Z
• kc78
• ‏2013-07-29T19:53:39Z

Hi

I have this MILP model whereby I am only changing the objective function and it turns from feasible to infeasible. I am using the CPLEX 12.5 through the MATLAB interface. When i try to solve the problem in 12.4, it does not even solve in the first instance.

I was able to reproduce your problem with CPLEX 12.5.0.0 but not with 12.5.1.0 (the most recent version). Could you upgrade to 12.5.1 or is that impossible right now?

• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-30T12:54:29Z

I was able to reproduce your problem with CPLEX 12.5.0.0 but not with 12.5.1.0 (the most recent version). Could you upgrade to 12.5.1 or is that impossible right now?

Hi Daniel

I just tried out 12.5.1.0 and using the Interactive Optimizer but the infeasible problem still infeasible. Is there any reason why this could happen?

• T_O
479 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-07-30T13:19:05Z
• kc78
• ‏2013-07-30T12:54:29Z

Hi Daniel

I just tried out 12.5.1.0 and using the Interactive Optimizer but the infeasible problem still infeasible. Is there any reason why this could happen?

I think feas.lp is in fact infeasible. Try dis sol qual and you will see a huge slack bound error. If I disable presolving, feas.lp also becomes infeasible. I guess your problem is due to numerical problems.

Best regards,
Thomas

• kc78
46 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-08-05T12:17:01Z
• T_O
• ‏2013-07-30T13:19:05Z

I think feas.lp is in fact infeasible. Try dis sol qual and you will see a huge slack bound error. If I disable presolving, feas.lp also becomes infeasible. I guess your problem is due to numerical problems.

Best regards,
Thomas

Thanks for all the advice and testing!

How can i turn off presolve for the MATLAB cplex class?

• DanielJunglas
2679 Posts

#### Re: Is it possible to have an infeasible solution with different objective?

‏2013-08-12T07:38:33Z
• kc78
• ‏2013-08-05T12:17:01Z

Thanks for all the advice and testing!

How can i turn off presolve for the MATLAB cplex class?

Setting parameters in matlab is explained here.

The parameter to disable presolve is CPX_PARAM_PREIND.