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FarkasDual
| Type: | double |
|---|---|
| Modifiable: | No |
Together, attributes FarkasDual and FarkasProof provide a certificate of the infeasibility of the given problem.
They are a solution to the following system:
where 
is the lower bound of variable 
, 
is the upper
bound of variable ,
if the 
-th constraint
has a 
sense,
if the -th constraint has a
sense,
if 
, and
if 
.
The FarkasProof correspond to 
, and FarkasDual correspond to
in the system above.
Note that any solution to the system above, with 
, provides
an infeasible constraint,
, derived from
the set of original constraints and bounds. Also, the proof is
independent of the objective function and of the model sense of the
problem at hand.
This attribute is only available when parameter InfUnbdInfo is set to 1.
For examples of how to query or modify attributes, refer to our Attribute Examples.
