How to get a floating point infinity that when multiplied by zero gives zero

Question

How do I get a "small enough" infinity that its product with zero is zero?

I'm using an integer programming solver for Python, and some of my variables have infinite cost. I can't use float('inf') because float('inf')*0 = NaN

Answer 1

You might use the largest finite number that float can hold:

In [9]: print sys.float_info.max
1.79769313486e+308

In [10]: sys.float_info.max * 0
Out[10]: 0.0