Optimization problems occasionally yield unbounded solutions. To find the cause one can modify the model and solve it to gain information. This is done through the imposition of “artificially” large bounds. Linear programming solvers discover unboundedness when they find a variable which is attractive to make larger, but find that the variable may be increased without limit. In GAMS some solvers return such information but typically only one unbounded variable will be reported, if any and there may be numerous other variables which have not been examined and could be unbounded. Unfortunately, the LST file does not generally give enough information to diagnose and fix the cause of the unboundedness and pre-solves rarely find such problems. Commonly, the solution report contains an instance where a particular item is tagged as unbounded (with the marker UNBND), but there will also be other variables marked as non-optimal (NOPT) which may or may not be unbounded. Finally, note that use of GAMSCHK ANALYSIS and correction of all identified problems and models still can be bounded. Thus, most modelers will occasionally contend with models that are unbounded and will need to discover what is causing that condition.
Ahmed Alqershi
Atharv Bhosekar
Adam Christensen
Aileen Homey
Alexander Meeraus
André Schnabel
Bruce McCarl
Burak Usul
Christophe Gouel
Clemens Westphal
Evangelos Panos
Fred Fiand
Freddy Proske
George Franco
Hans Lofgren
Justine Broihan
Julien Harou
Janina Hasselbring
Leonard Kunz
Logan Randolph
Lutz Westermann
Mohammed Basheer
Marius Bützler
Michael Bussieck
Mateo Gallia
Michael Horstmann
Muhammet Soytürk
Renke Kuhlmann
Robin Schuchmann
Steve Dirkse
Stefan Mann
Stefan Vigerske