ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving LPs: Barrier Optimizer > Overcoming Numeric Difficulties > Difficulties with Unbounded Problems |
Difficulties with Unbounded Problems |
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ILOG CPLEX detects unbounded problems in either of two ways:
The ILOG CPLEX Barrier Optimizer stops when the absolute value of either the primal or dual objective exceeds the objective range parameter, BarObjRng
.
If you increase the value of BarObjRng
, then the ILOG CPLEX Barrier Optimizer will iterate more times before it decides that the current problem suffers from an unbounded objective value.
If you know that your problem has large objective values, consider increasing BarObjRng
.
Also if you know that your problem has large objective values, consider changing the barrier algorithm by resetting the BarAlg
parameter.
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