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Infeasible Solution Information |
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An important feature of ILOG CPLEX is that even if no feasible solution has been found, (that is, if cplex.solve
returns false
), some information about the problem can still be queried. All the methods discussed so far may successfully return information about the current (infeasible) solution that ILOG CPLEX maintains.
Unfortunately, there is no simple comprehensive rule about whether or not current solution information can be queried. This is because by default, ILOG CPLEX uses a presolve procedure to simplify the model. If, for example, the model is proven to be infeasible during the presolve, no current solution is generated by the optimizer. If, in contrast, infeasibility is only proven by the optimizer, current solution information is available to be queried. The status returned by calling cplex.getCplexStatus
may help to determine which case you are facing, but it is probably safer and easier to include the methods for querying the solution within try / catch
statements.
The method IloCplex.isPrimalFeasible
can be called to learn whether a primal feasible solution has been found and can be queried. Similarly, the method IloCplex.isDualFeasible
can be called to learn whether a dual feasible solution has been found and can be queried.
When an LP has been proven to be infeasible, ILOG CPLEX provides assistance for determining the cause of the infeasibility. This is done by computing what is known as an irreducibly inconsistent set (IIS), which is a description of the minimal subproblem that is still infeasible. An infeasible subproblem is minimal if, when you remove any of the constraints (including finite bounds), the infeasibility vanishes.
An IIS is computed for an infeasible model by calling method cplex.getIIS
. Currently this method requires that the infeasibility was proven by the primal simplex method. It returns an object of type IloCplex.IIS
, which can then be queried to find out what variables and constraints of the infeasible active model take part in the IIS.
If your problem is infeasible, you might also want to consider the method IloCplex.feasOpt
to explore whether there are modifications you can make that would render your model feasible. More about Infeasibility: FeasOpt explains that feature of ILOG CPLEX more fully, with examples of its use.
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