The magnetic response of a superconducting system presenting a frustrated state is investigated. The system is a superconducting film with mechanically pierced columns, cooled in a field which is then removed. Frustration originates from the competition between return flux of a dipole - created by flux trapped in the empty columns - and flux exclusion by the sorrounding superconductor in the Meissner state. The system resolves the incompatibility among conflicting constraints, leading to frustration, by eliminating return flux, which is possibly assimilated by nearby columns, as manifested by a sudden reduction of the magnetic moment on the decreasing field branch of the hysteresis loop.