Feasibility Relaxation Objective

Type

Selection

Range

The settings listed below

Default

Sum of violations

This option will set the objective for the minimum cost relaxation performed by FeasOpt (ref:SolverCPLEX) or FeasRelax (GUROBI). Possible values are:

• Sum of violations

• Sum of squared violations

• Number of violations

The weights are the the violation penalty values that are provided to the Mathematical Program.

• For ‘Sum of violations’, the objective of the feasibility relaxation is to minimize the weighted sum of the constraint and bound violations.

• For ‘Sum of squared violations’, the objective is to minimize the weighted sum of squared violations.

• For ‘Number of violations’, the weighted number of relaxed constraints and bounds is minimized.

Note

• This option is only relevant if the option Feasibility Relaxation is set to ‘Advanced’.

Learn more about

• Infeasibility analysis (Language Reference)

• Feasibility Relaxation

• Feasibility Relaxation Optimize Original Objective