How to check for infeasible solution to linprog?

Hi,

I'm using linprog to try and program a branch-and-bound algorithm. In order for it to work properly, I need to check if the solution is infeasible, and react appropriately. Otherwise, MATLAB only outputs the following error message:

Exiting: One or more of the residuals, duality gap, or total relative error
 has grown 100000 times greater than its minimum value so far:
         the primal appears to be infeasible (and the dual unbounded).
         (The dual residual < TolFun=1.00e-08.)

and proceeds as if the solution were feasible.

Does anyone know how to check for infeasible solutions to linprog?

Thanks,

Mike

Answer 1

[Matt J]

The exitflag output argument will return -2, -3, or -5 if infeasibility was detected

[x,fval,exitflag] = linprog(...)

See the doc for a full table of exitflag behavior

http://www.mathworks.com/help/optim/ug/linprog.html