No feasible continuous solution

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Presolves can also cause unusual behavior when there is no feasible solution to the constraints.  A linear programming problem (presol3.gms) was tried which did not have a feasible integer solution.

 

variables z;

positive variables y1,y2;

equations r1,r2,r3,r4;

  r1..  z=e=y1+y2;

  r2..  y1=g=1.10;

  r3..  y2=g=0.10;

  r4..  y1+y2=l=1;

model badpresol /all/

solve badpresol using lp maximizing z;

 

CPLEX, and OSL had experiences roughly like the following

 

               S O L V E      S U M M A R Y

 

     MODEL   badpresol           OBJECTIVE  z

     TYPE    LP                  DIRECTION  MAXIMIZE

     SOLVER  CPLEX               FROM LINE  15

 

**** SOLVER STATUS     1 NORMAL COMPLETION

**** MODEL STATUS      19 INFEASIBLE - NO SOLUTION

 

 RESOURCE USAGE, LIMIT          0.060      1000.000

 ITERATION COUNT, LIMIT         0         10000

 

GAMS/CPLEX    Mar 21, 2001 WIN.CP.NA 20.0 019.019.039.WAT For CPLEX 7.0

CPLEX 7.0.0, GAMS Link 19

 

Unable to open options file: C:\GAMS\GAMSPDF\CPLEX.OPT.

Unable to process options file.

Presolve found the problem infeasible or unbounded.

 

and did not return a solution report.  The other solvers tried (XA and XPRESS) turned off the presolve and gave back a report with some information on where the infeasibility exists.