Linear Programming feasible using linprog and unfeasible using Gurobi in Matlab
I have the following very simple linear programming problem to solve in Matlab
clear
%The unknown
%x=[x1,...,x10];
%The constraints
%x2+x8=Phi12
%x3+x7=Phi21
%x5=infvalue;
%x10=infvalue;
%The known parameters
Phi12=-3.3386;
Phi21=3.0722;
infvalue=50;
sizex=10; %size of the unknown
The problem admits a solution.
When I implement this LP using linprogr it find a solution.
When I implement this LP using the Gurobi solver it tells me that the problem is unfeasible.
What am I doing wrong? Here's my code.
beq=[Phi12; Phi21; infvalue; infvalue];
rAeq=[ 1 1 ...
2 2 ...
3 ...
4];
cAeq=[ 2 8 ...
3 7 ...
5 10];
fillAeq=[1 1 ...
1 1 ...
ones(1,2)];
Aeq=sparse(rAeq, cAeq,fillAeq, size(beq,1),sizex);
Aeqfull=full(Aeq);
%linprogr
f=zeros(sizex,1);
xlinprog = linprog(f,,,Aeqfull,beq);
%Gurobi
clear model;
model.A=Aeq;
model.rhs=beq;
model.sense=repmat('=', size(Aeq,1),1);
model.obj=f;
resultgurobi=gurobi(model);
During my attempts to understand what is going on: if I put any positive value in place of -3.3386, then Gurobi works perfectly. Whta
matlab linear-programming gurobi
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
add a comment |
I have the following very simple linear programming problem to solve in Matlab
clear
%The unknown
%x=[x1,...,x10];
%The constraints
%x2+x8=Phi12
%x3+x7=Phi21
%x5=infvalue;
%x10=infvalue;
%The known parameters
Phi12=-3.3386;
Phi21=3.0722;
infvalue=50;
sizex=10; %size of the unknown
The problem admits a solution.
When I implement this LP using linprogr it find a solution.
When I implement this LP using the Gurobi solver it tells me that the problem is unfeasible.
What am I doing wrong? Here's my code.
beq=[Phi12; Phi21; infvalue; infvalue];
rAeq=[ 1 1 ...
2 2 ...
3 ...
4];
cAeq=[ 2 8 ...
3 7 ...
5 10];
fillAeq=[1 1 ...
1 1 ...
ones(1,2)];
Aeq=sparse(rAeq, cAeq,fillAeq, size(beq,1),sizex);
Aeqfull=full(Aeq);
%linprogr
f=zeros(sizex,1);
xlinprog = linprog(f,,,Aeqfull,beq);
%Gurobi
clear model;
model.A=Aeq;
model.rhs=beq;
model.sense=repmat('=', size(Aeq,1),1);
model.obj=f;
resultgurobi=gurobi(model);
During my attempts to understand what is going on: if I put any positive value in place of -3.3386, then Gurobi works perfectly. Whta
matlab linear-programming gurobi
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
add a comment |
I have the following very simple linear programming problem to solve in Matlab
clear
%The unknown
%x=[x1,...,x10];
%The constraints
%x2+x8=Phi12
%x3+x7=Phi21
%x5=infvalue;
%x10=infvalue;
%The known parameters
Phi12=-3.3386;
Phi21=3.0722;
infvalue=50;
sizex=10; %size of the unknown
The problem admits a solution.
When I implement this LP using linprogr it find a solution.
When I implement this LP using the Gurobi solver it tells me that the problem is unfeasible.
What am I doing wrong? Here's my code.
beq=[Phi12; Phi21; infvalue; infvalue];
rAeq=[ 1 1 ...
2 2 ...
3 ...
4];
cAeq=[ 2 8 ...
3 7 ...
5 10];
fillAeq=[1 1 ...
1 1 ...
ones(1,2)];
Aeq=sparse(rAeq, cAeq,fillAeq, size(beq,1),sizex);
Aeqfull=full(Aeq);
%linprogr
f=zeros(sizex,1);
xlinprog = linprog(f,,,Aeqfull,beq);
%Gurobi
clear model;
model.A=Aeq;
model.rhs=beq;
model.sense=repmat('=', size(Aeq,1),1);
model.obj=f;
resultgurobi=gurobi(model);
During my attempts to understand what is going on: if I put any positive value in place of -3.3386, then Gurobi works perfectly. Whta
matlab linear-programming gurobi
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
I have the following very simple linear programming problem to solve in Matlab
clear
%The unknown
%x=[x1,...,x10];
%The constraints
%x2+x8=Phi12
%x3+x7=Phi21
%x5=infvalue;
%x10=infvalue;
%The known parameters
Phi12=-3.3386;
Phi21=3.0722;
infvalue=50;
sizex=10; %size of the unknown
The problem admits a solution.
When I implement this LP using linprogr it find a solution.
When I implement this LP using the Gurobi solver it tells me that the problem is unfeasible.
What am I doing wrong? Here's my code.
beq=[Phi12; Phi21; infvalue; infvalue];
rAeq=[ 1 1 ...
2 2 ...
3 ...
4];
cAeq=[ 2 8 ...
3 7 ...
5 10];
fillAeq=[1 1 ...
1 1 ...
ones(1,2)];
Aeq=sparse(rAeq, cAeq,fillAeq, size(beq,1),sizex);
Aeqfull=full(Aeq);
%linprogr
f=zeros(sizex,1);
xlinprog = linprog(f,,,Aeqfull,beq);
%Gurobi
clear model;
model.A=Aeq;
model.rhs=beq;
model.sense=repmat('=', size(Aeq,1),1);
model.obj=f;
resultgurobi=gurobi(model);
During my attempts to understand what is going on: if I put any positive value in place of -3.3386, then Gurobi works perfectly. Whta
matlab linear-programming gurobi
matlab linear-programming gurobi
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
edited Nov 15 '18 at 16:18
user3285148
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
asked Nov 15 '18 at 15:38
user3285148user3285148
641526
641526
add a comment |
add a comment |
1 Answer
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In Matlab's linprog it holds -inf <= x <= inf by default for your variable x, while for Gurobi it is x >= 0. Due to this you need to set the lower bound for your variables to -Inf:
model.lb = -inf * ones(sizex, 1);
answered Nov 15 '18 at 16:32
jonijoni
768158
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
In Matlab's linprog it holds -inf <= x <= inf by default for your variable x, while for Gurobi it is x >= 0. Due to this you need to set the lower bound for your variables to -Inf:
model.lb = -inf * ones(sizex, 1);
answered Nov 15 '18 at 16:32
jonijoni
768158
add a comment |
In Matlab's linprog it holds -inf <= x <= inf by default for your variable x, while for Gurobi it is x >= 0. Due to this you need to set the lower bound for your variables to -Inf:
model.lb = -inf * ones(sizex, 1);
answered Nov 15 '18 at 16:32
jonijoni
768158
add a comment |
In Matlab's linprog it holds -inf <= x <= inf by default for your variable x, while for Gurobi it is x >= 0. Due to this you need to set the lower bound for your variables to -Inf:
model.lb = -inf * ones(sizex, 1);
answered Nov 15 '18 at 16:32
jonijoni
768158
In Matlab's linprog it holds -inf <= x <= inf by default for your variable x, while for Gurobi it is x >= 0. Due to this you need to set the lower bound for your variables to -Inf:
model.lb = -inf * ones(sizex, 1);
answered Nov 15 '18 at 16:32
jonijoni
768158
answered Nov 15 '18 at 16:32
jonijoni
768158
answered Nov 15 '18 at 16:32
jonijoni
768158
answered Nov 15 '18 at 16:32
jonijoni
768158
768158
add a comment |
add a comment |
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