Migraine was one of the No Wave and experimental music labels owned by the New York-based publishing company Lust/Unlust Music which was founded by producer Charles Ball and his girlfriend. The address gave the impression of a letterbox company:

P.O. Box 3208
Grand Central Station
New York, NY 10017

Charles Ball: "...there never was a Lust/Unlust Records..."
(from Revega Yahoo Group)

"Coming from a film and structuralist perspective, (Ball) was very familiar with Roland Barthes and all that kind of thing. Ball: 'The name Lust/Unlust came from this sort of reading, mostly likely a Lacan text.' (...) Ball had left to start his own production company, which is really what Lust/Unlust was, more than a label as such. Ultimately he let the artists choose the names for their labels so it looked like he had a whole stable of different record labels to his credit.

The first Lust/Unlust release was a Teenage Jesus & the Jerks single; Lydia Lunch called her sub-label Migraine. While Robin Lee Crutchfield obviously chose Strike it from the Records. (...) But Lust/Unlust was ultimately stymied financially by the lack of really strong local support for No Wave."
(from Simon Reynolds - Rip It Up and Start Again, p.52: The Footnotes)