What does it mean if the linear program exhibits unboundedness?

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An unbounded solution of a linear programming problem is a situation where objective function is infinite. A linear programming problem is said to have unbounded solution if its solution can be made infinitely large without violating any of its constraints in the problem.

A problem is said to be unbounded if the objective function may be improved indefinitely without violating the constraints and bounds. This can happen if a problem is being solved with the wrong optimization sense e.g., a maximization problem is being minimized. However, when a problem is unbounded and the problem is being solved with the correct optimization sense then this indicates a problem in the formulation of the model or the data. Typically, the problem is caused by missing constraints or the wrong signs on the coefficients. Note that unboundedness is often diagnosed by presolve.

orchestra answered 1 year ago

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