When does the LP status return problem status as "unsolved"?

XPRS_LP_UNSOLVED is the return status when the LP solver fails to solve your problem due to numerical difficulties. This can happen if you are solving your problem with the Barrier solver and it fails to converge to a feasible and optimal solution. Normally, crossover would still be able to clean up after such a Barrier solve, but if you turn crossover off, Xpress would return the XPRS_LP_UNSOLVED status instead.

If you post the output log from the Xpress-Optimizer, it should be clearer which algorithm was used and why it stopped with this status. In Mosel you enable output logging by calling setparam("XPRS_VERBOSE", true).

Hi Michael, many thanks for a quick response. The model definitely uses the Barrier solver, and what's more has crossover turned off (not exactly sure why as I inherited a large part of the code from a colleague).

I'll rerun the model with the Optimizer output logged and will post back.

Thanks again.

Edit: Below is the Optimizer log (I've cut out some of the iteration rows to save space). It appears that primal and dual objective values never really come close?

Reading Problem \xprs_83c0010

Problem Statistics

    12747331 (      0 spare) rows

     8710222 (      0 spare) structural columns

    67322229 (      0 spare) non-zero elements

Global Statistics

           0 entities        0 sets        0 set members

Minimizing LP \xprs_83c0010

Original problem has:

  12747331 rows      8710222 cols     67322229 elements

Presolved problem has:

   3281682 rows      1858248 cols     14776720 elements

Building dual

Barrier cache sizes : L1=32K L2=30720K

Using AVX support

Cores per CPU (CORESPERCPU): 24

Barrier starts, using up to 48 threads, 24 cores

Matrix ordering - Dense cols.:  35172   NZ(L): 240911645   Flops:  91802766682

  Its   P.inf      D.inf      U.inf      Primal obj.     Dual obj.      Compl.

   0  1.39e+011  3.18e+008  0.00e+000 -2.4575688e+018 -2.3511488e+011  9.0e+018

   1  1.01e+011  2.24e+008  0.00e+000 -1.8143030e+018  3.6833580e+014  6.7e+018

   2  7.08e+010  1.70e+008  0.00e+000 -1.2929085e+018  5.5269739e+014  5.2e+018

... [Cut out to save space]

  84  5.12e+002  4.27e+004  0.00e+000 -1.0431354e+013  7.8574040e+010  2.1e+009

  85  1.13e+004  4.27e+004  0.00e+000 -1.0435649e+013  7.8573871e+010  2.0e+009

  86  1.13e+004  4.27e+004  0.00e+000 -1.0435649e+013  7.8573853e+010  2.0e+009

Barrier method finished in 2408 seconds

?249 Warning: insufficient improvement found

Uncrunching matrix

   Its         Obj Value      S   Ninf  Nneg        Sum Inf  Time

     0      -2.59962E+12      B 170839     0    1140.294530  2462

Problem is unsolved