Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  Get infeasibilities with IBM cplex feasopt python's interface

    Posted 06/26/19 10:51 AM

    Originally posted by: Marouenbg


    I am using IBM CPLEX python's API to solve a linear program.

    The linear program I am solving turned out to be infeasible, so I am using feasopt() from CPLEX to relax the problem.

    I could get a feasible solution through my_prob.feasopt(my_prob.feasopt.all_constraints()), where feasopt relaxes all the constraints.

    But I am interested in getting the amount of relaxation for each constraint. Particularly, in the documentation it says In addition to that conventional solution vector, FeasOpt also produces a vector of values that provide useful information about infeasible constraints and variables.

    I am interested in getting this vector.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Get infeasibilities with IBM cplex feasopt python's interface

    Posted 06/26/19 11:28 AM

    I believe you are looking for the methods available under the Cplex.solution.infeasibility interface.

     


    #CPLEXOptimizers
    #DecisionOptimization