gams-math

MIP status (119): Integer infeasible or unbounded in GAMS CPLEX


I am trying to solve a MIP problem in GAMS by using CPLEX Solver.

The nature of the problem is large which involves large number of constraints, variables and equation.

The model is successfully completed, however, it is not displaying any output result due to infeasible problem in some equations.

this is what I want from my model,

MODEL Stochastic /all/;
OPTION optcr=0;
OPTION mip=CPLEX;
SOLVE Stochastic using mip maximizing z1;

And this is what I got.

MIP status(119): integer infeasible or unbounded
Cplex Time: 0.00sec (det. 2.73 ticks)
Problem is integer infeasible.
No solution returned

I checked through the .lst file to know which equations are causing infeasibility and I found out many of them including infeasibility in my objective function.

I am not sure how can I remove infeasibility from my problem?

I would like to ask for suggestions and recommendations.

I have been to some online posts about the problem such as (https://www.researchgate.net/post/I-am-using-GAMS-in-MINLP-and-it-results-in-an-infeasible-solution-any-help), but it didn't helped though.

Note: I am using GAMS IDE version 24.


Solution

  • There is no general, easy solution for this problem. But since you use Cplex as your solver, you could try its IIS option (see https://www.gams.com/latest/docs/S_CPLEX.html#CPLEXiis) which can help to identify groups of conflicting constraints. That could give you at least a handle for a more detailed analysis of your problem.