ILOG CPLEX 11.0 User's Manual

Also if you know that your problem has large objective values, consider changing the barrieralgorithm by resetting the BarAlg parameter.Diagnosing Infeasibility Reported by Barrier OptimizerWhen the ILOG CPLEX Barrier Optimizer terminates and reports an infeasible solution, allthe usual solution information is available. However, the solution values, reduced costs, anddual variables reported then do not correspond to a basis; hence, that information does nothave the same meaning as the corresponding output from the ILOG CPLEX simplexoptimizers.Actually, since the ILOG CPLEX Barrier Optimizer works in a single phase, all reducedcosts and dual variables are calculated in terms of the original objective function.If the ILOG CPLEX Barrier Optimizer reports to you that a problem is infeasible, oneapproach to overcoming the infeasibility is to invoke FeasOpt or the conflict refiner. SeeRepairing Infeasibilities with FeasOpt on page 409 and Diagnosing Infeasibility byRefining Conflicts on page 391 for an explanation of these tools.If the ILOG CPLEX Barrier Optimizer reports to you that a problem is infeasible, but youstill need a basic solution for the problem, use the primal simplex optimizer. ILOG CPLEXwill then use the solution provided by the barrier optimizer to find a starting basis for theprimal simplex optimizer. When the primal simplex optimizer finishes its work, you willhave an infeasible basic solution for further infeasibility analysis.If the default algorithm in the ILOG CPLEX Barrier Optimizer discovers that your problemis primal infeasible or dual infeasible, then try the alternate algorithms in the barrieroptimizer. These algorithms, though slower than the default, are better at detecting primaland dual infeasibility.To select one of the barrier infeasibility algorithms, set the BarAlg parameter to either 1or 2.216 ILOG CPLEX 11.0 — USER’ S MANUAL