With numpy, scipy at versions
numpy 1.25.0
scipy 1.11.0
the following scipy.optimize.linprog
call,
import numpy as np
from scipy.optimize import linprog
A_ub = np.array(
[[-0.15729144, 0.29943807, 0.29311432],
[-1.32475528, -2.1125364 , -1.55138585],
[ 1.00861965, 0.53283629, -0.14939833],
[ 1.07581479, 0.164022 , -1.19889684]])
b_ub = -np.ones(4)
print(linprog(np.zeros(3),
A_ub=A_ub,
b_ub=b_ub))
return unfeasible status,
message: The problem is infeasible. (HiGHS Status 8: model_status is Infeasible; primal_status is At lower/fixed bound)
success: False
status: 2
fun: None
x: None
nit: 0
But the problem is actually feasible, since
x0 = np.array([ 229.1748166 , -507.05266751, 512.14005547])
print('x0 is feasible?', (A_ub @ x0 <= b_ub).all())
returns True. Shouldn't linprog
returns a feasible point and a different status code and message in this case?
From the documentation at https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.linprog.html:
Note that by default lb = 0 and ub = None.
So x0 = np.array([ 229.1748166 , -507.05266751, 512.14005547])
is not feasible.