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Is it possible to set a minus infinite lower bound on a variable?

April 26, 2017bound Infinite lower minus possible

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Is it possible to set a minus infinite lower bound on a variable?

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Yes, this is possible. In the lp format, use as lower bound -Inf. In the mps format, in the BOUNDS section use FR If you use the API interface, use get_infinite(lp) Note that lp_solve splits this variable in 2 if there is a positive or no upper bound. This is done automatically by lp_solve. Because of this, the model becomes larger and thus can take some more time to solve, so only put a minus infinity lower bound on a variable when it is needed.