When the ILOG CPLEX Barrier Optimizer terminates and reports an infeasible solution, all the usual solution information is available. However, the solution values, reduced costs, and dual variables reported then do not correspond to a basis; hence, that information does not have the same meaning as the corresponding output from the ILOG CPLEX simplex optimizers.

Actually, since the ILOG CPLEX Barrier Optimizer works in a single phase, all reduced costs 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, but you still need a basic solution for the problem, use the primal simplex optimizer. ILOG CPLEX will then use the solution provided by the barrier optimizer to find a starting basis for the primal simplex optimizer. When the primal simplex optimizer finishes its work, you will have an infeasible basic solution for further infeasibility analysis.

If the default algorithm in the ILOG CPLEX Barrier Optimizer discovers that your problem is primal infeasible or dual infeasible, then try the alternate algorithms in the barrier optimizer. These algorithms, though slower than the default, are better at detecting primal and dual infeasibility.

To select one of the barrier infeasibility algorithms, set the BarAlg parameter to either 1 or 2.